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 | 0.47% | 2.14 CHF | 2.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 213'657 CHF | 214'657 CHF | 99.98% | 99.98% |
19.11.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 213'722 CHF | 214'722 CHF | 99.85% | 99.85% |
18.11.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 211'422 CHF | 212'422 CHF | 99.92% | 99.92% |
15.11.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 210'799 CHF | 211'799 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 212'642 CHF | 213'642 CHF | 99.70% | 99.70% |
13.11.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 212'334 CHF | 213'334 CHF | 99.94% | 99.94% |
12.11.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 210'654 CHF | 211'654 CHF | 99.79% | 99.79% |
11.11.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 205'198 CHF | 206'198 CHF | 99.78% | 99.78% |
08.11.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 206'065 CHF | 207'065 CHF | 99.84% | 99.84% |
07.11.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 202'728 CHF | 203'728 CHF | 99.90% | 99.90% |