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% | 2.04 CHF | 2.05 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 634'867 CHF | 159'467 CHF | 99.17% | 99.17% |
19.11.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 613'351 CHF | 154'088 CHF | 99.17% | 99.17% |
18.11.2024 | 0.45% | 2.14 CHF | 2.15 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 661'214 CHF | 166'053 CHF | 99.22% | 99.22% |
15.11.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 680'772 CHF | 170'943 CHF | 99.17% | 99.17% |
14.11.2024 | 0.48% | 2.04 CHF | 2.05 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 618'043 CHF | 155'261 CHF | 99.16% | 99.16% |
13.11.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 597'249 CHF | 150'062 CHF | 99.16% | 99.16% |
12.11.2024 | 0.45% | 2.01 CHF | 2.02 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 668'168 CHF | 167'792 CHF | 99.16% | 99.16% |
11.11.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 711'123 CHF | 178'531 CHF | 99.16% | 99.16% |
08.11.2024 | 0.46% | 2.22 CHF | 2.23 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 653'331 CHF | 164'083 CHF | 99.17% | 99.17% |
07.11.2024 | 0.50% | 2.07 CHF | 2.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 604'404 CHF | 202'468 CHF | 98.19% | 98.19% |