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% | 2.01 CHF | 2.02 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 198'268 CHF | 199'259 CHF | 100.00% | 100.00% |
19.11.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 100'000 | 100'000 | 99'051 | 99'051 | 196'792 CHF | 197'783 CHF | 98.89% | 98.89% |
18.11.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 191'996 CHF | 192'988 CHF | 100.00% | 100.00% |
15.11.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 195'539 CHF | 196'539 CHF | 71.63% | 71.63% |
14.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 197'300 CHF | 198'292 CHF | 100.00% | 100.00% |
13.11.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 100'000 | 100'000 | 99'059 | 99'059 | 200'788 CHF | 201'779 CHF | 99.82% | 99.82% |
12.11.2024 | 0.50% | 2.04 CHF | 2.05 CHF | 100'000 | 100'000 | 99'059 | 99'059 | 201'038 CHF | 202'030 CHF | 100.00% | 100.00% |
11.11.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 100'000 | 100'000 | 98'984 | 98'984 | 196'179 CHF | 197'170 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 2.00 CHF | 2.01 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 195'226 CHF | 196'218 CHF | 100.00% | 100.00% |
07.11.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 184'183 CHF | 185'174 CHF | 100.00% | 100.00% |