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 | 0.40% | 2.66 CHF | 2.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 187'894 CHF | 188'644 CHF | 100.00% | 100.00% |
19.11.2024 | 0.37% | 2.62 CHF | 2.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 204'246 CHF | 204'996 CHF | 100.00% | 100.00% |
18.11.2024 | 0.39% | 2.45 CHF | 2.46 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 191'496 CHF | 192'246 CHF | 98.93% | 98.93% |
15.11.2024 | 0.41% | 2.68 CHF | 2.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 183'033 CHF | 183'783 CHF | 100.00% | 100.00% |
14.11.2024 | 0.45% | 2.12 CHF | 2.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 165'503 CHF | 166'253 CHF | 100.00% | 100.00% |
13.11.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 169'148 CHF | 169'898 CHF | 99.88% | 99.88% |
12.11.2024 | 0.52% | 2.04 CHF | 2.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 142'982 CHF | 143'732 CHF | 100.00% | 100.00% |
11.11.2024 | 0.57% | 1.72 CHF | 1.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 132'429 CHF | 133'179 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 155'702 CHF | 156'452 CHF | 100.00% | 100.00% |
07.11.2024 | 0.51% | 1.91 CHF | 1.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 146'111 CHF | 146'861 CHF | 99.68% | 99.68% |