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 | 0.47% | 2.34 CHF | 2.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 116'527 CHF | 117'081 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 2.33 CHF | 2.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 114'912 CHF | 115'487 CHF | 100.00% | 100.00% |
18.11.2024 | 0.49% | 2.21 CHF | 2.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'843 CHF | 110'383 CHF | 100.00% | 100.00% |
15.11.2024 | 0.48% | 2.17 CHF | 2.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'356 CHF | 109'878 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 2.32 CHF | 2.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 114'502 CHF | 115'088 CHF | 99.52% | 99.52% |
13.11.2024 | 0.47% | 2.26 CHF | 2.27 CHF | 50'000 | 50'000 | 49'763 | 49'703 | 113'064 CHF | 113'462 CHF | 99.32% | 99.32% |
12.11.2024 | 0.47% | 2.40 CHF | 2.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 121'717 CHF | 122'296 CHF | 100.00% | 100.00% |
11.11.2024 | 0.47% | 2.52 CHF | 2.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 126'557 CHF | 127'159 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 2.41 CHF | 2.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 121'656 CHF | 122'269 CHF | 100.00% | 100.00% |
07.11.2024 | 0.46% | 2.42 CHF | 2.44 CHF | 50'000 | 50'000 | 48'703 | 48'703 | 119'761 CHF | 120'295 CHF | 99.13% | 99.13% |