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 | 0.48% | 2.03 CHF | 2.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 206'504 CHF | 207'504 CHF | 99.49% | 99.49% |
19.11.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 204'275 CHF | 205'275 CHF | 98.47% | 98.47% |
18.11.2024 | 0.47% | 2.06 CHF | 2.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 210'623 CHF | 211'623 CHF | 99.08% | 99.08% |
15.11.2024 | 0.44% | 2.08 CHF | 2.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 226'585 CHF | 227'585 CHF | 99.48% | 99.48% |
14.11.2024 | 0.42% | 2.32 CHF | 2.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 235'875 CHF | 236'875 CHF | 99.45% | 99.45% |
13.11.2024 | 0.44% | 2.37 CHF | 2.38 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 229'175 CHF | 230'175 CHF | 99.17% | 99.17% |
12.11.2024 | 0.47% | 2.26 CHF | 2.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 212'563 CHF | 213'563 CHF | 98.99% | 98.99% |
11.11.2024 | 0.49% | 2.09 CHF | 2.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 202'806 CHF | 203'806 CHF | 99.39% | 99.39% |
08.11.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 204'523 CHF | 205'523 CHF | 99.44% | 99.44% |
07.11.2024 | 0.48% | 2.03 CHF | 2.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 209'317 CHF | 210'317 CHF | 99.34% | 99.34% |