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 | 50'000 | 50'000 | 121'335 CHF | 121'835 CHF | 99.45% | 99.45% |
19.11.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 119'857 CHF | 120'357 CHF | 100.00% | 100.00% |
18.11.2024 | 0.40% | 2.39 CHF | 2.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 124'697 CHF | 125'197 CHF | 99.29% | 99.29% |
15.11.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 129'630 CHF | 130'130 CHF | 100.00% | 100.00% |
14.11.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 135'561 CHF | 136'061 CHF | 100.00% | 100.00% |
13.11.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 129'677 CHF | 130'177 CHF | 100.00% | 100.00% |
12.11.2024 | 0.39% | 2.62 CHF | 2.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 126'713 CHF | 127'213 CHF | 99.82% | 99.82% |
11.11.2024 | 0.43% | 2.43 CHF | 2.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'958 CHF | 116'458 CHF | 99.77% | 99.77% |
08.11.2024 | 0.44% | 2.33 CHF | 2.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'182 CHF | 112'682 CHF | 99.10% | 99.10% |
07.11.2024 | 0.45% | 2.15 CHF | 2.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'035 CHF | 112'535 CHF | 99.96% | 99.96% |