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 | 0.38% | 2.62 CHF | 2.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 130'403 CHF | 130'903 CHF | 99.46% | 99.46% |
19.11.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 128'896 CHF | 129'396 CHF | 100.00% | 100.00% |
18.11.2024 | 0.37% | 2.57 CHF | 2.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 133'783 CHF | 134'283 CHF | 99.30% | 99.30% |
15.11.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 138'722 CHF | 139'222 CHF | 100.00% | 100.00% |
14.11.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 144'663 CHF | 145'163 CHF | 100.00% | 100.00% |
13.11.2024 | 0.36% | 2.82 CHF | 2.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 138'710 CHF | 139'210 CHF | 100.00% | 100.00% |
12.11.2024 | 0.37% | 2.80 CHF | 2.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 135'744 CHF | 136'244 CHF | 99.82% | 99.82% |
11.11.2024 | 0.40% | 2.61 CHF | 2.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 124'963 CHF | 125'463 CHF | 99.77% | 99.77% |
08.11.2024 | 0.41% | 2.51 CHF | 2.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 121'111 CHF | 121'611 CHF | 99.17% | 99.17% |
07.11.2024 | 0.41% | 2.33 CHF | 2.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 120'995 CHF | 121'495 CHF | 99.96% | 99.96% |