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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'724 CHF | 102'224 CHF | 100.00% | 100.00% |
20.11.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'315 CHF | 100'815 CHF | 99.46% | 99.46% |
19.11.2024 | 0.50% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'897 CHF | 99'397 CHF | 100.00% | 100.00% |
18.11.2024 | 0.48% | 1.97 CHF | 1.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'639 CHF | 104'139 CHF | 99.29% | 99.29% |
15.11.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 108'538 CHF | 109'038 CHF | 100.00% | 100.00% |
14.11.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 114'465 CHF | 114'965 CHF | 100.00% | 100.00% |
13.11.2024 | 0.46% | 2.22 CHF | 2.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 108'710 CHF | 109'210 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 2.20 CHF | 2.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'780 CHF | 106'280 CHF | 99.80% | 99.80% |
11.11.2024 | 0.52% | 2.02 CHF | 2.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'079 CHF | 95'579 CHF | 99.77% | 99.77% |
08.11.2024 | 0.55% | 1.91 CHF | 1.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'473 CHF | 91'973 CHF | 99.16% | 99.16% |