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 | 0.37% | 2.74 CHF | 2.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 808'535 CHF | 270'512 CHF | 99.44% | 99.44% |
19.11.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 823'687 CHF | 275'562 CHF | 99.44% | 99.44% |
18.11.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 797'745 CHF | 266'915 CHF | 97.65% | 97.65% |
15.11.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 794'558 CHF | 265'853 CHF | 99.44% | 99.44% |
14.11.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 812'539 CHF | 271'846 CHF | 99.44% | 99.44% |
13.11.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 834'223 CHF | 279'074 CHF | 96.95% | 96.95% |
12.11.2024 | 0.37% | 2.83 CHF | 2.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 809'175 CHF | 270'725 CHF | 96.87% | 96.87% |
11.11.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 752'867 CHF | 251'956 CHF | 99.44% | 99.44% |
08.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 759'475 CHF | 254'158 CHF | 96.68% | 96.68% |
07.11.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 721'636 CHF | 241'545 CHF | 98.69% | 98.69% |