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 | 0.46% | 2.12 CHF | 2.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'339 CHF | 107'839 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'882 CHF | 106'382 CHF | 100.00% | 100.00% |
18.11.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'435 CHF | 105'935 CHF | 100.00% | 100.00% |
15.11.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'420 CHF | 103'920 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'074 CHF | 101'574 CHF | 99.27% | 99.27% |
13.11.2024 | 0.51% | 2.02 CHF | 2.03 CHF | 50'000 | 50'000 | 49'549 | 49'436 | 100'047 CHF | 100'319 CHF | 99.40% | 99.40% |
12.11.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'546 CHF | 103'046 CHF | 100.00% | 100.00% |
11.11.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'653 CHF | 105'153 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'417 CHF | 102'917 CHF | 100.00% | 100.00% |
07.11.2024 | 0.50% | 2.06 CHF | 2.07 CHF | 50'000 | 50'000 | 48'997 | 48'746 | 101'785 CHF | 101'754 CHF | 99.05% | 99.05% |