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 | 0.54% | 2.27 CHF | 2.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 113'129 CHF | 113'736 CHF | 100.00% | 100.00% |
19.11.2024 | 0.53% | 2.26 CHF | 2.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'515 CHF | 112'106 CHF | 100.00% | 100.00% |
18.11.2024 | 0.52% | 2.15 CHF | 2.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'480 CHF | 107'033 CHF | 100.00% | 100.00% |
15.11.2024 | 0.56% | 2.10 CHF | 2.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'942 CHF | 106'538 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 2.25 CHF | 2.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'122 CHF | 111'704 CHF | 99.52% | 99.52% |
13.11.2024 | 0.56% | 2.19 CHF | 2.20 CHF | 50'000 | 50'000 | 49'763 | 49'703 | 109'676 CHF | 110'153 CHF | 99.32% | 99.32% |
12.11.2024 | 0.54% | 2.33 CHF | 2.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'296 CHF | 118'934 CHF | 100.00% | 100.00% |
11.11.2024 | 0.49% | 2.45 CHF | 2.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 123'159 CHF | 123'762 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 2.35 CHF | 2.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'269 CHF | 118'856 CHF | 100.00% | 100.00% |
07.11.2024 | 0.53% | 2.36 CHF | 2.37 CHF | 50'000 | 50'000 | 48'940 | 48'703 | 117'029 CHF | 117'052 CHF | 99.13% | 99.13% |