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% | 2.78 CHF | 2.79 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 798'114 CHF | 801'114 CHF | 97.89% | 97.89% |
19.11.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 837'495 CHF | 840'495 CHF | 99.99% | 99.99% |
18.11.2024 | 0.38% | 2.57 CHF | 2.58 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 785'172 CHF | 788'172 CHF | 98.77% | 98.77% |
15.11.2024 | 0.40% | 2.61 CHF | 2.62 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 751'582 CHF | 754'582 CHF | 100.00% | 100.00% |
14.11.2024 | 0.42% | 2.24 CHF | 2.25 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 711'776 CHF | 714'776 CHF | 98.23% | 98.23% |
13.11.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 744'859 CHF | 747'859 CHF | 99.60% | 99.60% |
12.11.2024 | 0.44% | 2.44 CHF | 2.45 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 674'295 CHF | 677'295 CHF | 100.00% | 100.00% |
11.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 594'262 CHF | 597'262 CHF | 100.00% | 100.00% |
08.11.2024 | 0.46% | 2.22 CHF | 2.23 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 654'955 CHF | 657'955 CHF | 84.82% | 84.82% |
07.11.2024 | 0.52% | 1.96 CHF | 1.97 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 577'567 CHF | 580'567 CHF | 100.00% | 100.00% |