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% | 2.55 CHF | 2.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 127'129 CHF | 127'736 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 2.54 CHF | 2.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 125'515 CHF | 126'106 CHF | 100.00% | 100.00% |
18.11.2024 | 0.46% | 2.43 CHF | 2.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 120'480 CHF | 121'033 CHF | 100.00% | 100.00% |
15.11.2024 | 0.50% | 2.38 CHF | 2.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 119'942 CHF | 120'538 CHF | 100.00% | 100.00% |
14.11.2024 | 0.46% | 2.53 CHF | 2.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 125'122 CHF | 125'704 CHF | 99.52% | 99.52% |
13.11.2024 | 0.49% | 2.47 CHF | 2.48 CHF | 50'000 | 50'000 | 49'763 | 49'703 | 123'610 CHF | 124'070 CHF | 99.32% | 99.32% |
12.11.2024 | 0.48% | 2.61 CHF | 2.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 132'296 CHF | 132'934 CHF | 100.00% | 100.00% |
11.11.2024 | 0.44% | 2.73 CHF | 2.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 137'159 CHF | 137'762 CHF | 100.00% | 100.00% |
08.11.2024 | 0.44% | 2.63 CHF | 2.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 132'269 CHF | 132'856 CHF | 100.00% | 100.00% |
07.11.2024 | 0.48% | 2.64 CHF | 2.65 CHF | 50'000 | 50'000 | 48'703 | 48'703 | 130'081 CHF | 130'689 CHF | 99.13% | 99.13% |