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 | 0.41% | 2.44 CHF | 2.45 CHF | 50'000 | 50'000 | 49'531 | 49'530 | 121'401 CHF | 121'894 CHF | 100.00% | 100.00% |
19.11.2024 | 0.41% | 2.51 CHF | 2.52 CHF | 50'000 | 50'000 | 49'524 | 49'522 | 122'266 CHF | 122'757 CHF | 98.68% | 98.68% |
18.11.2024 | 0.42% | 2.49 CHF | 2.50 CHF | 50'000 | 50'000 | 49'532 | 49'529 | 118'668 CHF | 119'156 CHF | 100.00% | 100.00% |
15.11.2024 | 0.43% | 2.28 CHF | 2.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'452 CHF | 115'952 CHF | 70.84% | 70.84% |
14.11.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 50'000 | 50'000 | 49'529 | 49'529 | 108'802 CHF | 109'297 CHF | 100.00% | 100.00% |
13.11.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 112'939 CHF | 113'435 CHF | 99.70% | 99.70% |
12.11.2024 | 0.43% | 2.25 CHF | 2.26 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 115'649 CHF | 116'145 CHF | 100.00% | 100.00% |
11.11.2024 | 0.40% | 2.43 CHF | 2.44 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 125'771 CHF | 126'267 CHF | 100.00% | 100.00% |
08.11.2024 | 0.39% | 2.50 CHF | 2.51 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 127'534 CHF | 128'030 CHF | 100.00% | 100.00% |
07.11.2024 | 0.39% | 2.67 CHF | 2.68 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 128'625 CHF | 129'120 CHF | 100.00% | 100.00% |