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 | 0.35% | 2.98 CHF | 2.99 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 858'114 CHF | 861'114 CHF | 97.89% | 97.89% |
19.11.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 897'492 CHF | 900'492 CHF | 99.99% | 99.99% |
18.11.2024 | 0.35% | 2.77 CHF | 2.78 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 845'172 CHF | 848'172 CHF | 98.77% | 98.77% |
15.11.2024 | 0.37% | 2.81 CHF | 2.82 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 811'582 CHF | 814'582 CHF | 100.00% | 100.00% |
14.11.2024 | 0.39% | 2.44 CHF | 2.45 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 771'776 CHF | 774'776 CHF | 98.23% | 98.23% |
13.11.2024 | 0.37% | 2.65 CHF | 2.66 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 804'827 CHF | 807'827 CHF | 99.60% | 99.60% |
12.11.2024 | 0.41% | 2.64 CHF | 2.65 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 734'295 CHF | 737'295 CHF | 100.00% | 100.00% |
11.11.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 653'948 CHF | 656'948 CHF | 100.00% | 100.00% |
08.11.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 714'952 CHF | 717'952 CHF | 84.82% | 84.82% |
07.11.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 637'429 CHF | 640'429 CHF | 100.00% | 100.00% |