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% | 2.32 CHF | 2.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 720'432 CHF | 241'144 CHF | 99.16% | 99.16% |
19.11.2024 | 0.43% | 2.37 CHF | 2.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 703'043 CHF | 235'348 CHF | 99.17% | 99.17% |
18.11.2024 | 0.40% | 2.44 CHF | 2.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 748'647 CHF | 250'549 CHF | 99.22% | 99.22% |
15.11.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 765'120 CHF | 256'040 CHF | 99.17% | 99.17% |
14.11.2024 | 0.42% | 2.32 CHF | 2.33 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 705'738 CHF | 236'246 CHF | 99.15% | 99.15% |
13.11.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 686'303 CHF | 229'768 CHF | 99.16% | 99.16% |
12.11.2024 | 0.40% | 2.30 CHF | 2.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 750'366 CHF | 251'122 CHF | 99.16% | 99.16% |
11.11.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 790'562 CHF | 264'521 CHF | 99.16% | 99.16% |
08.11.2024 | 0.41% | 2.49 CHF | 2.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 737'768 CHF | 246'923 CHF | 99.16% | 99.16% |
07.11.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 693'053 CHF | 232'018 CHF | 98.18% | 98.18% |