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 | 0.47% | 2.09 CHF | 2.10 CHF | 225'000 | 100'000 | 225'000 | 100'000 | 479'662 CHF | 214'183 CHF | 99.37% | 99.37% |
19.11.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 225'000 | 100'000 | 225'000 | 100'000 | 454'628 CHF | 203'057 CHF | 99.37% | 99.37% |
18.11.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 225'000 | 100'000 | 225'000 | 100'000 | 449'868 CHF | 200'941 CHF | 99.26% | 99.26% |
15.11.2024 | 0.52% | 1.96 CHF | 1.97 CHF | 225'000 | 100'000 | 225'000 | 100'000 | 435'169 CHF | 194'408 CHF | 98.76% | 98.76% |
14.11.2024 | 0.44% | 2.16 CHF | 2.17 CHF | 225'000 | 100'000 | 225'000 | 100'000 | 507'853 CHF | 226'712 CHF | 99.38% | 99.38% |
13.11.2024 | 0.45% | 2.28 CHF | 2.29 CHF | 225'000 | 100'000 | 225'000 | 100'000 | 501'507 CHF | 223'892 CHF | 99.38% | 99.38% |
12.11.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 225'000 | 100'000 | 225'000 | 100'000 | 508'436 CHF | 226'971 CHF | 99.38% | 99.38% |
11.11.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 225'000 | 100'000 | 225'000 | 100'000 | 497'240 CHF | 221'996 CHF | 99.38% | 99.38% |
08.11.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 225'000 | 100'000 | 225'000 | 100'000 | 456'468 CHF | 203'875 CHF | 99.37% | 99.37% |
07.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 225'000 | 100'000 | 225'000 | 100'000 | 440'484 CHF | 196'771 CHF | 98.38% | 98.38% |