Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 280'000 | 280'000 | 114'117 | 114'117 | 275'894 CHF | 277'038 CHF | 99.89% | 99.89% |
19.11.2024 | 0.43% | 2.40 CHF | 2.41 CHF | 280'000 | 280'000 | 110'666 | 110'666 | 262'833 CHF | 263'941 CHF | 99.95% | 99.95% |
18.11.2024 | 0.43% | 2.40 CHF | 2.41 CHF | 280'000 | 280'000 | 107'064 | 107'064 | 255'256 CHF | 256'329 CHF | 99.89% | 99.89% |
15.11.2024 | 0.43% | 2.40 CHF | 2.41 CHF | 280'000 | 280'000 | 111'150 | 111'150 | 263'907 CHF | 265'022 CHF | 100.00% | 100.00% |
14.11.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 270'000 | 270'000 | 109'039 | 109'039 | 253'375 CHF | 254'467 CHF | 99.76% | 99.76% |
13.11.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 280'000 | 280'000 | 113'494 | 113'494 | 272'663 CHF | 273'800 CHF | 100.00% | 100.00% |
12.11.2024 | 0.43% | 2.42 CHF | 2.43 CHF | 280'000 | 280'000 | 111'418 | 111'418 | 264'446 CHF | 265'562 CHF | 99.95% | 99.95% |
11.11.2024 | 0.45% | 2.32 CHF | 2.33 CHF | 270'000 | 270'000 | 102'894 | 102'894 | 231'708 CHF | 232'739 CHF | 99.35% | 99.35% |
08.11.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 260'000 | 260'000 | 103'098 | 103'098 | 227'312 CHF | 228'345 CHF | 99.53% | 99.53% |
07.11.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 260'000 | 260'000 | 108'121 | 108'121 | 244'246 CHF | 245'330 CHF | 99.86% | 99.86% |