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% | 1.96 CHF | 1.97 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 111'141 CHF | 111'701 CHF | 99.43% | 99.43% |
19.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 56'000 | 56'000 | 56'528 | 56'528 | 110'714 CHF | 111'279 CHF | 100.00% | 100.00% |
18.11.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 112'114 CHF | 112'674 CHF | 99.88% | 99.88% |
15.11.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 111'318 CHF | 111'878 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 1.96 CHF | 1.97 CHF | 56'000 | 56'000 | 58'615 | 58'615 | 112'833 CHF | 113'420 CHF | 98.60% | 98.60% |
13.11.2024 | 0.52% | 1.89 CHF | 1.90 CHF | 60'000 | 60'000 | 58'264 | 58'264 | 112'141 CHF | 112'724 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 111'521 CHF | 112'081 CHF | 99.88% | 99.88% |
11.11.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 113'438 CHF | 113'998 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 111'676 CHF | 112'236 CHF | 99.05% | 99.05% |
07.11.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 115'026 CHF | 115'586 CHF | 100.00% | 100.00% |