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 | 0.47% | 2.15 CHF | 2.16 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 212'775 CHF | 213'766 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 100'000 | 100'000 | 99'051 | 99'051 | 211'300 CHF | 212'292 CHF | 98.89% | 98.89% |
18.11.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 100'000 | 100'000 | 99'064 | 99'064 | 206'618 CHF | 207'610 CHF | 100.00% | 100.00% |
15.11.2024 | 0.47% | 2.09 CHF | 2.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 210'142 CHF | 211'142 CHF | 71.73% | 71.73% |
14.11.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 211'898 CHF | 212'890 CHF | 100.00% | 100.00% |
13.11.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 100'000 | 100'000 | 99'058 | 99'058 | 215'267 CHF | 216'259 CHF | 99.80% | 99.80% |
12.11.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 100'000 | 100'000 | 99'058 | 99'058 | 215'638 CHF | 216'630 CHF | 100.00% | 100.00% |
11.11.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 100'000 | 100'000 | 99'004 | 99'004 | 210'647 CHF | 211'638 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 2.15 CHF | 2.16 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 209'804 CHF | 210'795 CHF | 100.00% | 100.00% |
07.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 100'000 | 100'000 | 99'064 | 99'064 | 198'709 CHF | 199'700 CHF | 100.00% | 100.00% |