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 | 0.36% | 2.87 CHF | 2.88 CHF | 300'000 | 300'000 | 133'716 | 133'716 | 383'172 CHF | 384'512 CHF | 99.90% | 99.90% |
19.11.2024 | 0.37% | 2.82 CHF | 2.83 CHF | 300'000 | 300'000 | 126'885 | 126'885 | 354'519 CHF | 355'791 CHF | 99.91% | 99.91% |
18.11.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 300'000 | 300'000 | 133'495 | 133'495 | 380'755 CHF | 382'092 CHF | 98.23% | 98.23% |
15.11.2024 | 0.36% | 2.90 CHF | 2.91 CHF | 300'000 | 300'000 | 125'217 | 125'217 | 356'588 CHF | 357'842 CHF | 99.71% | 99.71% |
14.11.2024 | 0.38% | 2.69 CHF | 2.70 CHF | 260'000 | 260'000 | 119'735 | 119'735 | 323'002 CHF | 324'202 CHF | 100.00% | 100.00% |
13.11.2024 | 0.39% | 2.65 CHF | 2.66 CHF | 260'000 | 260'000 | 116'305 | 116'305 | 305'844 CHF | 307'009 CHF | 100.00% | 100.00% |
12.11.2024 | 0.39% | 2.63 CHF | 2.64 CHF | 260'000 | 260'000 | 116'066 | 116'066 | 304'437 CHF | 305'600 CHF | 99.91% | 99.91% |
11.11.2024 | 0.41% | 2.59 CHF | 2.60 CHF | 260'000 | 260'000 | 110'687 | 110'687 | 276'866 CHF | 277'975 CHF | 99.90% | 99.90% |
08.11.2024 | 0.44% | 2.41 CHF | 2.42 CHF | 240'000 | 240'000 | 102'191 | 102'191 | 236'663 CHF | 237'687 CHF | 98.97% | 98.97% |
07.11.2024 | 0.55% | 2.22 CHF | 2.23 CHF | 220'000 | 220'000 | 79'760 | 79'760 | 172'392 CHF | 173'223 CHF | 97.33% | 97.33% |