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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 0.55% | 2.23 CHF | 2.24 CHF | 260'000 | 260'000 | 110'634 | 110'634 | 242'237 CHF | 243'407 CHF | 98.57% | 98.57% |
25.11.2024 | 0.53% | 2.08 CHF | 2.09 CHF | 240'000 | 240'000 | 109'814 | 109'814 | 238'329 CHF | 239'489 CHF | 99.97% | 99.97% |
22.11.2024 | 0.43% | 2.26 CHF | 2.27 CHF | 260'000 | 260'000 | 129'240 | 129'240 | 304'965 CHF | 306'259 CHF | 100.00% | 100.00% |
20.11.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 300'000 | 300'000 | 133'721 | 133'721 | 323'265 CHF | 324'605 CHF | 99.90% | 99.90% |
19.11.2024 | 0.44% | 2.37 CHF | 2.38 CHF | 300'000 | 300'000 | 126'892 | 126'892 | 297'852 CHF | 299'124 CHF | 99.89% | 99.89% |
18.11.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 300'000 | 300'000 | 133'500 | 133'500 | 320'886 CHF | 322'223 CHF | 98.23% | 98.23% |
15.11.2024 | 0.43% | 2.45 CHF | 2.46 CHF | 300'000 | 300'000 | 125'216 | 125'216 | 300'313 CHF | 301'567 CHF | 99.71% | 99.71% |
14.11.2024 | 0.46% | 2.24 CHF | 2.25 CHF | 260'000 | 260'000 | 119'743 | 119'743 | 269'166 CHF | 270'366 CHF | 100.00% | 100.00% |
13.11.2024 | 0.47% | 2.20 CHF | 2.21 CHF | 260'000 | 260'000 | 116'298 | 116'298 | 253'826 CHF | 254'991 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 2.19 CHF | 2.20 CHF | 260'000 | 260'000 | 116'062 | 116'062 | 252'637 CHF | 253'800 CHF | 99.92% | 99.92% |