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 | 0.45% | 2.21 CHF | 2.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'811 CHF | 110'311 CHF | 99.43% | 99.43% |
19.11.2024 | 0.46% | 2.13 CHF | 2.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 108'368 CHF | 108'868 CHF | 100.00% | 100.00% |
18.11.2024 | 0.44% | 2.16 CHF | 2.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 113'153 CHF | 113'653 CHF | 99.27% | 99.27% |
15.11.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'068 CHF | 118'568 CHF | 100.00% | 100.00% |
14.11.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 123'999 CHF | 124'499 CHF | 100.00% | 100.00% |
13.11.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'186 CHF | 118'686 CHF | 100.00% | 100.00% |
12.11.2024 | 0.43% | 2.39 CHF | 2.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'240 CHF | 115'740 CHF | 99.80% | 99.80% |
11.11.2024 | 0.48% | 2.20 CHF | 2.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'515 CHF | 105'015 CHF | 99.75% | 99.75% |
08.11.2024 | 0.49% | 2.10 CHF | 2.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'842 CHF | 101'342 CHF | 99.15% | 99.15% |
07.11.2024 | 0.50% | 1.92 CHF | 1.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'642 CHF | 101'142 CHF | 99.96% | 99.96% |