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 | 0.38% | 2.69 CHF | 2.70 CHF | 300'000 | 300'000 | 133'717 | 133'717 | 359'389 CHF | 360'729 CHF | 99.90% | 99.90% |
19.11.2024 | 0.39% | 2.64 CHF | 2.65 CHF | 300'000 | 300'000 | 126'890 | 126'890 | 332'054 CHF | 333'326 CHF | 99.90% | 99.90% |
18.11.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 300'000 | 300'000 | 133'495 | 133'495 | 357'026 CHF | 358'362 CHF | 98.23% | 98.23% |
15.11.2024 | 0.38% | 2.72 CHF | 2.73 CHF | 300'000 | 300'000 | 125'216 | 125'216 | 334'307 CHF | 335'561 CHF | 99.71% | 99.71% |
14.11.2024 | 0.41% | 2.51 CHF | 2.52 CHF | 260'000 | 260'000 | 119'743 | 119'743 | 301'738 CHF | 302'938 CHF | 100.00% | 100.00% |
13.11.2024 | 0.42% | 2.47 CHF | 2.48 CHF | 260'000 | 260'000 | 116'301 | 116'301 | 285'206 CHF | 286'371 CHF | 100.00% | 100.00% |
12.11.2024 | 0.42% | 2.46 CHF | 2.47 CHF | 260'000 | 260'000 | 116'035 | 116'035 | 283'826 CHF | 284'988 CHF | 99.91% | 99.91% |
11.11.2024 | 0.44% | 2.41 CHF | 2.42 CHF | 260'000 | 260'000 | 110'683 | 110'683 | 257'345 CHF | 258'453 CHF | 99.90% | 99.90% |
08.11.2024 | 0.48% | 2.23 CHF | 2.24 CHF | 240'000 | 240'000 | 102'191 | 102'191 | 218'855 CHF | 219'879 CHF | 98.96% | 98.96% |
07.11.2024 | 0.60% | 2.04 CHF | 2.05 CHF | 220'000 | 220'000 | 80'001 | 80'001 | 158'871 CHF | 159'705 CHF | 97.01% | 97.01% |