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% | 2.30 CHF | 2.31 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 715'138 CHF | 179'534 CHF | 99.16% | 99.16% |
19.11.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 693'984 CHF | 174'246 CHF | 99.17% | 99.17% |
18.11.2024 | 0.40% | 2.42 CHF | 2.43 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 743'320 CHF | 186'580 CHF | 99.22% | 99.22% |
15.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 763'037 CHF | 191'509 CHF | 99.17% | 99.17% |
14.11.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 700'980 CHF | 175'995 CHF | 99.15% | 99.15% |
13.11.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 676'551 CHF | 169'888 CHF | 99.17% | 99.17% |
12.11.2024 | 0.40% | 2.27 CHF | 2.28 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 747'631 CHF | 187'658 CHF | 99.16% | 99.16% |
11.11.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 789'875 CHF | 198'219 CHF | 99.16% | 99.16% |
08.11.2024 | 0.41% | 2.49 CHF | 2.50 CHF | 300'000 | 75'000 | 300'000 | 75'000 | 732'786 CHF | 183'946 CHF | 99.17% | 99.17% |
07.11.2024 | 0.44% | 2.33 CHF | 2.34 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 684'443 CHF | 229'148 CHF | 98.19% | 98.19% |