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 | 0.50% | 1.99 CHF | 2.00 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 896'315 CHF | 200'181 CHF | 99.16% | 99.16% |
19.11.2024 | 0.48% | 2.03 CHF | 2.04 CHF | 450'000 | 100'000 | 449'996 | 100'000 | 932'045 CHF | 208'123 CHF | 99.17% | 99.17% |
18.11.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 930'409 CHF | 207'758 CHF | 99.22% | 99.22% |
15.11.2024 | 0.53% | 2.05 CHF | 2.06 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 840'642 CHF | 187'809 CHF | 99.16% | 99.16% |
14.11.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 725'021 CHF | 162'116 CHF | 99.15% | 99.15% |
13.11.2024 | 0.60% | 1.61 CHF | 1.62 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 743'237 CHF | 166'164 CHF | 99.16% | 99.16% |
12.11.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 715'553 CHF | 160'012 CHF | 99.16% | 99.16% |
11.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 730'833 CHF | 163'407 CHF | 99.17% | 99.17% |
08.11.2024 | 0.58% | 1.68 CHF | 1.69 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 769'748 CHF | 172'055 CHF | 99.17% | 99.17% |
07.11.2024 | 0.57% | 1.70 CHF | 1.71 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 785'318 CHF | 175'515 CHF | 98.05% | 98.05% |