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 | 0.55% | 2.24 CHF | 2.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'581 CHF | 112'192 CHF | 100.00% | 100.00% |
19.11.2024 | 0.53% | 2.23 CHF | 2.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'987 CHF | 110'570 CHF | 100.00% | 100.00% |
18.11.2024 | 0.54% | 2.12 CHF | 2.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'913 CHF | 105'480 CHF | 100.00% | 100.00% |
15.11.2024 | 0.57% | 2.07 CHF | 2.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'378 CHF | 104'969 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 2.22 CHF | 2.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'588 CHF | 110'122 CHF | 99.52% | 99.52% |
13.11.2024 | 0.53% | 2.16 CHF | 2.17 CHF | 50'000 | 50'000 | 49'763 | 49'703 | 108'117 CHF | 108'559 CHF | 99.32% | 99.32% |
12.11.2024 | 0.53% | 2.30 CHF | 2.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 116'768 CHF | 117'389 CHF | 100.00% | 100.00% |
11.11.2024 | 0.49% | 2.42 CHF | 2.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 121'622 CHF | 122'225 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 2.31 CHF | 2.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 116'738 CHF | 117'330 CHF | 100.00% | 100.00% |
07.11.2024 | 0.53% | 2.33 CHF | 2.34 CHF | 50'000 | 50'000 | 48'962 | 48'703 | 115'555 CHF | 115'515 CHF | 99.13% | 99.13% |