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 | 0.46% | 2.13 CHF | 2.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 108'889 CHF | 109'389 CHF | 99.73% | 99.73% |
19.11.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'202 CHF | 107'702 CHF | 99.85% | 99.85% |
18.11.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'194 CHF | 109'694 CHF | 100.00% | 100.00% |
15.11.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'379 CHF | 112'879 CHF | 100.00% | 100.00% |
14.11.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'768 CHF | 111'268 CHF | 100.00% | 100.00% |
13.11.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'461 CHF | 107'961 CHF | 99.94% | 99.94% |
12.11.2024 | 0.44% | 2.19 CHF | 2.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'952 CHF | 113'452 CHF | 100.00% | 100.00% |
11.11.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'796 CHF | 113'296 CHF | 99.65% | 99.65% |
08.11.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'008 CHF | 109'508 CHF | 100.00% | 100.00% |
07.11.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'621 CHF | 111'121 CHF | 99.70% | 99.70% |