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 | 0.39% | 2.60 CHF | 2.61 CHF | 300'000 | 300'000 | 133'719 | 133'719 | 347'534 CHF | 348'873 CHF | 99.90% | 99.90% |
19.11.2024 | 0.40% | 2.55 CHF | 2.56 CHF | 300'000 | 300'000 | 126'890 | 126'890 | 320'886 CHF | 322'158 CHF | 99.90% | 99.90% |
18.11.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 300'000 | 300'000 | 133'496 | 133'496 | 345'220 CHF | 346'556 CHF | 98.23% | 98.23% |
15.11.2024 | 0.40% | 2.63 CHF | 2.64 CHF | 300'000 | 300'000 | 125'217 | 125'217 | 323'188 CHF | 324'443 CHF | 99.71% | 99.71% |
14.11.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 260'000 | 260'000 | 119'737 | 119'737 | 291'061 CHF | 292'260 CHF | 100.00% | 100.00% |
13.11.2024 | 0.43% | 2.38 CHF | 2.39 CHF | 260'000 | 260'000 | 116'304 | 116'304 | 274'904 CHF | 276'069 CHF | 100.00% | 100.00% |
12.11.2024 | 0.43% | 2.37 CHF | 2.38 CHF | 260'000 | 260'000 | 116'092 | 116'092 | 273'683 CHF | 274'846 CHF | 99.87% | 99.87% |
11.11.2024 | 0.46% | 2.32 CHF | 2.33 CHF | 260'000 | 260'000 | 110'683 | 110'683 | 247'570 CHF | 248'679 CHF | 99.90% | 99.90% |
08.11.2024 | 0.50% | 2.14 CHF | 2.15 CHF | 240'000 | 240'000 | 102'195 | 102'195 | 209'902 CHF | 210'926 CHF | 98.96% | 98.96% |
07.11.2024 | 0.63% | 1.95 CHF | 1.96 CHF | 220'000 | 220'000 | 80'003 | 80'003 | 151'890 CHF | 152'724 CHF | 97.01% | 97.01% |