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 | 0.40% | 2.50 CHF | 2.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 125'663 CHF | 126'163 CHF | 100.00% | 100.00% |
19.11.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 124'558 CHF | 125'058 CHF | 100.00% | 100.00% |
18.11.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 124'253 CHF | 124'753 CHF | 100.00% | 100.00% |
15.11.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 122'547 CHF | 123'047 CHF | 100.00% | 100.00% |
14.11.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 120'868 CHF | 121'368 CHF | 99.27% | 99.27% |
13.11.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 50'000 | 50'000 | 49'757 | 49'697 | 120'245 CHF | 120'596 CHF | 99.40% | 99.40% |
12.11.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 121'974 CHF | 122'474 CHF | 100.00% | 100.00% |
11.11.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 123'538 CHF | 124'038 CHF | 100.00% | 100.00% |
08.11.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 121'806 CHF | 122'306 CHF | 100.00% | 100.00% |
07.11.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 50'000 | 50'000 | 48'997 | 48'746 | 120'421 CHF | 120'286 CHF | 99.05% | 99.05% |