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 | 0.51% | 2.46 CHF | 2.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 122'692 CHF | 123'315 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 2.45 CHF | 2.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 121'070 CHF | 121'656 CHF | 100.00% | 100.00% |
18.11.2024 | 0.50% | 2.34 CHF | 2.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 116'033 CHF | 116'619 CHF | 100.00% | 100.00% |
15.11.2024 | 0.51% | 2.29 CHF | 2.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'468 CHF | 116'058 CHF | 100.00% | 100.00% |
14.11.2024 | 0.44% | 2.44 CHF | 2.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 120'704 CHF | 121'239 CHF | 99.52% | 99.52% |
13.11.2024 | 0.49% | 2.38 CHF | 2.39 CHF | 50'000 | 50'000 | 49'763 | 49'703 | 119'161 CHF | 119'597 CHF | 99.32% | 99.32% |
12.11.2024 | 0.43% | 2.52 CHF | 2.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 127'889 CHF | 128'434 CHF | 100.00% | 100.00% |
11.11.2024 | 0.46% | 2.64 CHF | 2.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 132'725 CHF | 133'333 CHF | 100.00% | 100.00% |
08.11.2024 | 0.46% | 2.54 CHF | 2.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 127'830 CHF | 128'416 CHF | 100.00% | 100.00% |
07.11.2024 | 0.47% | 2.55 CHF | 2.56 CHF | 50'000 | 50'000 | 48'703 | 48'703 | 125'726 CHF | 126'305 CHF | 99.13% | 99.13% |