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 | 0.42% | 2.33 CHF | 2.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 117'683 CHF | 118'183 CHF | 100.00% | 100.00% |
19.11.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 116'193 CHF | 116'693 CHF | 100.00% | 100.00% |
18.11.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'789 CHF | 116'289 CHF | 100.00% | 100.00% |
15.11.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 113'733 CHF | 114'233 CHF | 100.00% | 100.00% |
14.11.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'363 CHF | 111'863 CHF | 99.27% | 99.27% |
13.11.2024 | 0.46% | 2.22 CHF | 2.23 CHF | 50'000 | 50'000 | 49'549 | 49'436 | 110'248 CHF | 110'497 CHF | 99.40% | 99.40% |
12.11.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'891 CHF | 113'391 CHF | 100.00% | 100.00% |
11.11.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 114'988 CHF | 115'488 CHF | 100.00% | 100.00% |
08.11.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'690 CHF | 113'190 CHF | 100.00% | 100.00% |
07.11.2024 | 0.46% | 2.27 CHF | 2.28 CHF | 50'000 | 50'000 | 48'997 | 48'746 | 111'801 CHF | 111'719 CHF | 99.05% | 99.05% |