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 | 0.49% | 2.08 CHF | 2.09 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 102'849 CHF | 103'345 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 50'000 | 50'000 | 49'526 | 49'526 | 107'011 CHF | 107'506 CHF | 98.95% | 98.95% |
18.11.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 102'198 CHF | 102'694 CHF | 100.00% | 100.00% |
15.11.2024 | 0.50% | 2.04 CHF | 2.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'471 CHF | 100'971 CHF | 71.77% | 71.77% |
14.11.2024 | 0.49% | 1.97 CHF | 1.98 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 101'060 CHF | 101'556 CHF | 100.00% | 100.00% |
13.11.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 50'000 | 50'000 | 49'527 | 49'527 | 106'584 CHF | 107'080 CHF | 99.37% | 99.37% |
12.11.2024 | 0.51% | 2.02 CHF | 2.03 CHF | 50'000 | 50'000 | 49'534 | 49'529 | 97'105 CHF | 97'592 CHF | 100.00% | 100.00% |
11.11.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 95'294 CHF | 95'790 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 99'618 CHF | 100'114 CHF | 100.00% | 100.00% |
07.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 97'694 CHF | 98'189 CHF | 100.00% | 100.00% |