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 | 0.46% | 2.20 CHF | 2.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 649'033 CHF | 217'344 CHF | 99.37% | 99.37% |
19.11.2024 | 0.47% | 2.23 CHF | 2.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 643'819 CHF | 215'606 CHF | 96.93% | 96.93% |
18.11.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 617'872 CHF | 206'957 CHF | 95.37% | 95.37% |
15.11.2024 | 0.48% | 2.04 CHF | 2.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 617'192 CHF | 206'731 CHF | 99.38% | 99.38% |
14.11.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 639'912 CHF | 214'304 CHF | 99.37% | 99.37% |
13.11.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 627'748 CHF | 210'249 CHF | 92.23% | 92.23% |
12.11.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 613'189 CHF | 205'396 CHF | 96.91% | 96.91% |
11.11.2024 | 0.48% | 2.04 CHF | 2.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 622'395 CHF | 208'465 CHF | 97.56% | 97.56% |
08.11.2024 | 0.50% | 2.07 CHF | 2.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 601'198 CHF | 201'399 CHF | 93.15% | 93.15% |
07.11.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 592'533 CHF | 198'511 CHF | 98.70% | 98.70% |