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 | 0.44% | 2.24 CHF | 2.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 114'362 CHF | 114'862 CHF | 99.73% | 99.73% |
19.11.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'641 CHF | 113'141 CHF | 99.82% | 99.82% |
18.11.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 116'897 CHF | 117'397 CHF | 100.00% | 100.00% |
15.11.2024 | 0.42% | 2.32 CHF | 2.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'142 CHF | 118'642 CHF | 100.00% | 100.00% |
14.11.2024 | 0.44% | 2.36 CHF | 2.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 114'628 CHF | 115'128 CHF | 100.00% | 100.00% |
13.11.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'146 CHF | 109'646 CHF | 99.94% | 99.94% |
12.11.2024 | 0.45% | 2.12 CHF | 2.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'845 CHF | 111'345 CHF | 100.00% | 100.00% |
11.11.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'595 CHF | 119'095 CHF | 99.67% | 99.67% |
08.11.2024 | 0.42% | 2.32 CHF | 2.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 120'021 CHF | 120'521 CHF | 100.00% | 100.00% |
07.11.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 135'938 CHF | 136'438 CHF | 99.68% | 99.68% |