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 | 0.64% | 2.26 CHF | 2.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'452 CHF | 111'161 CHF | 14.13% | 100.00% |
19.11.2024 | 0.56% | 2.20 CHF | 2.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'555 CHF | 111'178 CHF | 100.00% | 100.00% |
18.11.2024 | 0.55% | 2.19 CHF | 2.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'532 CHF | 111'142 CHF | 100.00% | 100.00% |
15.11.2024 | 0.61% | 2.24 CHF | 2.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'855 CHF | 112'536 CHF | 100.00% | 100.00% |
14.11.2024 | 0.61% | 2.17 CHF | 2.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'970 CHF | 112'652 CHF | 99.52% | 99.52% |
13.11.2024 | 0.53% | 2.33 CHF | 2.34 CHF | 50'000 | 50'000 | 49'554 | 49'383 | 116'802 CHF | 117'017 CHF | 99.32% | 99.32% |
12.11.2024 | 0.59% | 2.37 CHF | 2.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 116'333 CHF | 117'019 CHF | 100.00% | 100.00% |
11.11.2024 | 0.55% | 2.29 CHF | 2.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'695 CHF | 113'321 CHF | 100.00% | 100.00% |
08.11.2024 | 0.68% | 2.26 CHF | 2.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'502 CHF | 112'258 CHF | 100.00% | 100.00% |
07.11.2024 | 0.60% | 2.20 CHF | 2.22 CHF | 50'000 | 50'000 | 48'956 | 48'434 | 106'245 CHF | 105'713 CHF | 98.51% | 98.51% |