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 | 0.38% | 2.60 CHF | 2.61 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 595'820 CHF | 199'357 CHF | 99.37% | 99.37% |
19.11.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 570'925 CHF | 191'058 CHF | 99.38% | 99.38% |
18.11.2024 | 0.40% | 2.55 CHF | 2.56 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 566'252 CHF | 189'501 CHF | 99.26% | 99.26% |
15.11.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 551'620 CHF | 184'623 CHF | 98.76% | 98.76% |
14.11.2024 | 0.36% | 2.68 CHF | 2.69 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 624'272 CHF | 208'841 CHF | 99.37% | 99.37% |
13.11.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 618'508 CHF | 206'919 CHF | 99.37% | 99.37% |
12.11.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 625'436 CHF | 209'229 CHF | 99.38% | 99.38% |
11.11.2024 | 0.37% | 2.78 CHF | 2.79 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 613'903 CHF | 205'384 CHF | 99.38% | 99.38% |
08.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 572'461 CHF | 191'570 CHF | 99.38% | 99.38% |
07.11.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 556'120 CHF | 186'123 CHF | 98.37% | 98.37% |