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 | 0.50% | 2.17 CHF | 2.18 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 497'790 CHF | 500'290 CHF | 100.00% | 100.00% |
19.11.2024 | 0.44% | 2.16 CHF | 2.17 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 567'757 CHF | 570'257 CHF | 86.95% | 86.95% |
18.11.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 469'778 CHF | 472'278 CHF | 99.95% | 99.95% |
15.11.2024 | 0.56% | 1.83 CHF | 1.84 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 442'695 CHF | 445'195 CHF | 100.00% | 100.00% |
14.11.2024 | 0.57% | 1.71 CHF | 1.72 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 440'139 CHF | 442'639 CHF | 100.00% | 100.00% |
13.11.2024 | 0.46% | 2.24 CHF | 2.25 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 543'829 CHF | 546'329 CHF | 100.00% | 100.00% |
12.11.2024 | 0.58% | 2.13 CHF | 2.14 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 433'270 CHF | 435'770 CHF | 99.98% | 99.98% |
11.11.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 328'619 CHF | 331'119 CHF | 100.00% | 100.00% |
08.11.2024 | 0.57% | 1.80 CHF | 1.81 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 441'835 CHF | 444'335 CHF | 90.07% | 90.07% |
07.11.2024 | 0.62% | 1.48 CHF | 1.49 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 402'324 CHF | 404'824 CHF | 96.19% | 96.19% |