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 | 0.43% | 2.36 CHF | 2.37 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 116'620 CHF | 117'116 CHF | 100.00% | 100.00% |
19.11.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 50'000 | 50'000 | 49'526 | 49'526 | 120'591 CHF | 121'087 CHF | 98.94% | 98.94% |
18.11.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 120'430 CHF | 120'926 CHF | 100.00% | 100.00% |
15.11.2024 | 0.45% | 2.42 CHF | 2.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'072 CHF | 111'572 CHF | 72.18% | 72.18% |
14.11.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 50'000 | 50'000 | 49'528 | 49'528 | 97'891 CHF | 98'387 CHF | 100.00% | 100.00% |
13.11.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 50'000 | 50'000 | 49'523 | 49'523 | 99'857 CHF | 100'353 CHF | 98.53% | 98.53% |
12.11.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 49'532 | 49'527 | 96'823 CHF | 97'310 CHF | 99.65% | 99.65% |
11.11.2024 | 0.51% | 2.00 CHF | 2.01 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 98'542 CHF | 99'038 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 102'844 CHF | 103'339 CHF | 100.00% | 100.00% |
07.11.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 104'576 CHF | 105'072 CHF | 100.00% | 100.00% |