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% | 2.06 CHF | 2.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'012 CHF | 102'512 CHF | 99.39% | 99.39% |
19.11.2024 | 0.49% | 2.09 CHF | 2.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'370 CHF | 102'870 CHF | 98.60% | 98.60% |
18.11.2024 | 0.49% | 2.00 CHF | 2.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'708 CHF | 103'208 CHF | 99.30% | 99.30% |
15.11.2024 | 0.45% | 2.11 CHF | 2.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'141 CHF | 111'641 CHF | 99.39% | 99.39% |
14.11.2024 | 0.50% | 1.95 CHF | 1.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'862 CHF | 99'362 CHF | 99.35% | 99.35% |
13.11.2024 | 0.49% | 1.96 CHF | 1.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'781 CHF | 102'281 CHF | 99.39% | 99.39% |
12.11.2024 | 0.47% | 1.98 CHF | 1.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'161 CHF | 107'661 CHF | 99.08% | 99.08% |
11.11.2024 | 0.41% | 2.36 CHF | 2.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 122'099 CHF | 122'599 CHF | 99.28% | 99.28% |
08.11.2024 | 0.41% | 2.38 CHF | 2.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 122'324 CHF | 122'824 CHF | 99.39% | 99.39% |
07.11.2024 | 0.45% | 2.41 CHF | 2.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'991 CHF | 112'491 CHF | 99.28% | 99.28% |