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% | 2.66 CHF | 2.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 132'736 CHF | 133'355 CHF | 100.00% | 100.00% |
19.11.2024 | 0.40% | 2.65 CHF | 2.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 131'156 CHF | 131'686 CHF | 100.00% | 100.00% |
18.11.2024 | 0.47% | 2.54 CHF | 2.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 126'119 CHF | 126'716 CHF | 100.00% | 100.00% |
15.11.2024 | 0.47% | 2.49 CHF | 2.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 125'538 CHF | 126'133 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 2.64 CHF | 2.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 130'739 CHF | 131'361 CHF | 99.52% | 99.52% |
13.11.2024 | 0.42% | 2.58 CHF | 2.59 CHF | 50'000 | 50'000 | 49'703 | 49'703 | 129'033 CHF | 129'568 CHF | 99.32% | 99.32% |
12.11.2024 | 0.44% | 2.72 CHF | 2.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 137'934 CHF | 138'548 CHF | 100.00% | 100.00% |
11.11.2024 | 0.42% | 2.84 CHF | 2.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 142'762 CHF | 143'363 CHF | 100.00% | 100.00% |
08.11.2024 | 0.42% | 2.74 CHF | 2.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 137'856 CHF | 138'440 CHF | 100.00% | 100.00% |
07.11.2024 | 0.40% | 2.75 CHF | 2.76 CHF | 50'000 | 50'000 | 48'703 | 48'703 | 135'542 CHF | 136'077 CHF | 99.13% | 99.13% |