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 | 0.54% | 2.31 CHF | 2.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 432'747 CHF | 435'102 CHF | 100.00% | 100.00% |
19.11.2024 | 0.62% | 2.35 CHF | 2.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 347'005 CHF | 349'169 CHF | 100.00% | 100.00% |
18.11.2024 | 0.61% | 2.62 CHF | 2.63 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 383'702 CHF | 386'057 CHF | 100.00% | 100.00% |
15.11.2024 | 0.55% | 2.64 CHF | 2.66 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 413'393 CHF | 415'680 CHF | 100.00% | 100.00% |
14.11.2024 | 0.53% | 2.87 CHF | 2.89 CHF | 175'000 | 175'000 | 174'205 | 174'205 | 479'950 CHF | 482'504 CHF | 100.00% | 100.00% |
13.11.2024 | 0.59% | 2.35 CHF | 2.37 CHF | 175'000 | 175'000 | 174'601 | 174'601 | 417'593 CHF | 420'049 CHF | 100.00% | 100.00% |
12.11.2024 | 0.60% | 2.43 CHF | 2.45 CHF | 125'000 | 125'000 | 124'725 | 124'725 | 350'060 CHF | 352'169 CHF | 100.00% | 100.00% |
11.11.2024 | 0.52% | 3.17 CHF | 3.19 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 477'552 CHF | 480'033 CHF | 100.00% | 100.00% |
08.11.2024 | 0.57% | 2.85 CHF | 2.87 CHF | 125'000 | 125'000 | 124'725 | 124'725 | 367'820 CHF | 369'921 CHF | 100.00% | 100.00% |
07.11.2024 | 0.53% | 3.22 CHF | 3.23 CHF | 150'000 | 150'000 | 149'332 | 149'332 | 466'394 CHF | 468'835 CHF | 100.00% | 100.00% |