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 | 0.37% | 2.78 CHF | 2.79 CHF | 300'000 | 300'000 | 133'716 | 133'716 | 371'313 CHF | 372'653 CHF | 99.90% | 99.90% |
19.11.2024 | 0.38% | 2.73 CHF | 2.74 CHF | 300'000 | 300'000 | 126'888 | 126'888 | 343'289 CHF | 344'561 CHF | 99.91% | 99.91% |
18.11.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 300'000 | 300'000 | 133'493 | 133'493 | 368'915 CHF | 370'252 CHF | 98.22% | 98.22% |
15.11.2024 | 0.37% | 2.81 CHF | 2.82 CHF | 300'000 | 300'000 | 125'217 | 125'217 | 345'419 CHF | 346'673 CHF | 99.71% | 99.71% |
14.11.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 260'000 | 260'000 | 119'734 | 119'734 | 312'318 CHF | 313'518 CHF | 100.00% | 100.00% |
13.11.2024 | 0.40% | 2.56 CHF | 2.57 CHF | 260'000 | 260'000 | 116'297 | 116'297 | 295'484 CHF | 296'649 CHF | 100.00% | 100.00% |
12.11.2024 | 0.40% | 2.55 CHF | 2.56 CHF | 260'000 | 260'000 | 116'059 | 116'059 | 294'122 CHF | 295'285 CHF | 99.93% | 99.93% |
11.11.2024 | 0.43% | 2.50 CHF | 2.51 CHF | 260'000 | 260'000 | 110'681 | 110'681 | 267'067 CHF | 268'176 CHF | 99.90% | 99.90% |
08.11.2024 | 0.46% | 2.32 CHF | 2.33 CHF | 240'000 | 240'000 | 102'187 | 102'187 | 227'748 CHF | 228'772 CHF | 98.97% | 98.97% |
07.11.2024 | 0.57% | 2.13 CHF | 2.14 CHF | 220'000 | 220'000 | 80'011 | 80'011 | 165'928 CHF | 166'762 CHF | 97.01% | 97.01% |