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 | 0.48% | 2.18 CHF | 2.19 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 618'422 CHF | 621'422 CHF | 97.88% | 97.88% |
19.11.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 657'854 CHF | 660'854 CHF | 99.83% | 99.83% |
18.11.2024 | 0.49% | 1.97 CHF | 1.98 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 605'483 CHF | 608'483 CHF | 98.77% | 98.77% |
15.11.2024 | 0.52% | 2.02 CHF | 2.03 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 571'900 CHF | 574'900 CHF | 100.00% | 100.00% |
14.11.2024 | 0.56% | 1.64 CHF | 1.65 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 532'210 CHF | 535'210 CHF | 98.26% | 98.26% |
13.11.2024 | 0.53% | 1.85 CHF | 1.86 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 565'267 CHF | 568'267 CHF | 99.60% | 99.60% |
12.11.2024 | 0.61% | 1.84 CHF | 1.85 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 494'827 CHF | 497'827 CHF | 100.00% | 100.00% |
11.11.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 414'862 CHF | 417'862 CHF | 100.00% | 100.00% |
08.11.2024 | 0.63% | 1.62 CHF | 1.63 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 475'645 CHF | 478'645 CHF | 84.82% | 84.82% |
07.11.2024 | 0.75% | 1.37 CHF | 1.38 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 398'502 CHF | 401'502 CHF | 100.00% | 100.00% |