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 | 0.45% | 2.18 CHF | 2.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'668 CHF | 110'168 CHF | 99.46% | 99.46% |
19.11.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'567 CHF | 111'067 CHF | 100.00% | 100.00% |
18.11.2024 | 0.46% | 2.24 CHF | 2.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'377 CHF | 107'878 CHF | 99.30% | 99.30% |
15.11.2024 | 0.48% | 2.04 CHF | 2.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'015 CHF | 103'515 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 97'372 CHF | 97'872 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 1.99 CHF | 2.00 CHF | 50'000 | 50'000 | 50'000 | 49'981 | 101'703 CHF | 102'163 CHF | 100.00% | 100.00% |
12.11.2024 | 0.48% | 2.01 CHF | 2.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'447 CHF | 104'947 CHF | 99.82% | 99.82% |
11.11.2024 | 0.44% | 2.18 CHF | 2.19 CHF | 50'000 | 50'000 | 49'982 | 50'000 | 114'624 CHF | 115'166 CHF | 99.78% | 99.78% |
08.11.2024 | 0.43% | 2.26 CHF | 2.27 CHF | 50'000 | 50'000 | 50'000 | 49'991 | 116'758 CHF | 117'238 CHF | 99.17% | 99.17% |
07.11.2024 | 0.42% | 2.43 CHF | 2.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 117'683 CHF | 118'183 CHF | 99.96% | 99.96% |