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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 122'353 CHF | 122'853 CHF | 100.00% | 100.00% |
20.11.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 120'403 CHF | 120'903 CHF | 99.95% | 99.95% |
19.11.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 120'513 CHF | 121'013 CHF | 94.14% | 94.14% |
18.11.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'293 CHF | 118'793 CHF | 99.90% | 99.90% |
15.11.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 117'710 CHF | 118'210 CHF | 100.00% | 100.00% |
14.11.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'947 CHF | 116'447 CHF | 99.70% | 99.70% |
13.11.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 114'680 CHF | 115'180 CHF | 99.50% | 99.50% |
12.11.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'758 CHF | 113'258 CHF | 99.83% | 99.83% |
11.11.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'987 CHF | 113'487 CHF | 98.27% | 98.27% |
08.11.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'879 CHF | 116'379 CHF | 99.88% | 99.88% |