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 | 0.44% | 2.27 CHF | 2.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 449'413 CHF | 451'413 CHF | 99.81% | 99.81% |
19.11.2024 | 0.42% | 2.32 CHF | 2.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 469'987 CHF | 471'987 CHF | 99.72% | 99.72% |
18.11.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 465'429 CHF | 467'429 CHF | 99.71% | 99.71% |
15.11.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 463'185 CHF | 465'185 CHF | 99.81% | 99.81% |
14.11.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 457'419 CHF | 459'419 CHF | 99.81% | 99.81% |
13.11.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 457'504 CHF | 459'504 CHF | 99.81% | 99.81% |
12.11.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 465'863 CHF | 467'863 CHF | 99.51% | 99.51% |
11.11.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 466'029 CHF | 468'029 CHF | 99.72% | 99.72% |
08.11.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 467'860 CHF | 469'860 CHF | 99.81% | 99.81% |
07.11.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 456'696 CHF | 458'696 CHF | 95.70% | 95.70% |