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 | 0.43% | 2.34 CHF | 2.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 688'709 CHF | 230'570 CHF | 99.38% | 99.38% |
19.11.2024 | 0.43% | 2.37 CHF | 2.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 703'998 CHF | 235'666 CHF | 99.38% | 99.38% |
18.11.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 677'674 CHF | 226'892 CHF | 97.53% | 97.53% |
15.11.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 674'234 CHF | 225'745 CHF | 99.38% | 99.38% |
14.11.2024 | 0.43% | 2.27 CHF | 2.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 692'359 CHF | 231'786 CHF | 99.37% | 99.37% |
13.11.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 714'012 CHF | 239'004 CHF | 96.85% | 96.85% |
12.11.2024 | 0.43% | 2.43 CHF | 2.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 689'056 CHF | 230'685 CHF | 96.91% | 96.91% |
11.11.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 632'525 CHF | 211'842 CHF | 99.35% | 99.35% |
08.11.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 638'927 CHF | 213'976 CHF | 96.65% | 96.65% |
07.11.2024 | 0.50% | 1.93 CHF | 1.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 600'660 CHF | 201'220 CHF | 98.68% | 98.68% |