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 | 0.48% | 2.07 CHF | 2.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'317 CHF | 104'817 CHF | 99.43% | 99.43% |
19.11.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'234 CHF | 105'734 CHF | 100.00% | 100.00% |
18.11.2024 | 0.49% | 2.13 CHF | 2.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'532 CHF | 102'032 CHF | 99.27% | 99.27% |
15.11.2024 | 0.51% | 1.92 CHF | 1.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 97'155 CHF | 97'655 CHF | 100.00% | 100.00% |
14.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'517 CHF | 92'017 CHF | 100.00% | 100.00% |
13.11.2024 | 0.52% | 1.87 CHF | 1.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'897 CHF | 96'397 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 1.89 CHF | 1.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'637 CHF | 99'137 CHF | 99.78% | 99.78% |
11.11.2024 | 0.46% | 2.07 CHF | 2.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 108'867 CHF | 109'367 CHF | 99.75% | 99.75% |
08.11.2024 | 0.45% | 2.15 CHF | 2.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'013 CHF | 111'513 CHF | 99.15% | 99.15% |
07.11.2024 | 0.45% | 2.32 CHF | 2.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'942 CHF | 112'442 CHF | 100.00% | 100.00% |