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% | 2.01 CHF | 2.02 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 422'539 CHF | 424'539 CHF | 96.86% | 96.86% |
19.11.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 397'682 CHF | 399'682 CHF | 94.14% | 94.14% |
18.11.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 435'118 CHF | 437'118 CHF | 95.43% | 95.43% |
15.11.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 447'827 CHF | 449'827 CHF | 97.14% | 97.14% |
14.11.2024 | 0.45% | 2.27 CHF | 2.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 447'968 CHF | 449'968 CHF | 95.31% | 95.31% |
13.11.2024 | 0.49% | 1.99 CHF | 2.00 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 407'068 CHF | 409'068 CHF | 94.27% | 94.27% |
12.11.2024 | 0.44% | 2.05 CHF | 2.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 450'995 CHF | 452'995 CHF | 88.98% | 88.98% |
11.11.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 494'735 CHF | 496'735 CHF | 99.50% | 99.50% |
08.11.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 451'375 CHF | 453'375 CHF | 93.50% | 93.50% |
07.11.2024 | 0.43% | 2.41 CHF | 2.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 466'816 CHF | 468'816 CHF | 93.47% | 93.47% |