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 | 0.53% | 2.36 CHF | 2.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 117'692 CHF | 118'315 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 2.35 CHF | 2.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 116'107 CHF | 116'656 CHF | 100.00% | 100.00% |
18.11.2024 | 0.57% | 2.24 CHF | 2.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'033 CHF | 111'663 CHF | 100.00% | 100.00% |
15.11.2024 | 0.53% | 2.19 CHF | 2.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'468 CHF | 111'058 CHF | 100.00% | 100.00% |
14.11.2024 | 0.54% | 2.34 CHF | 2.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'704 CHF | 116'329 CHF | 99.52% | 99.52% |
13.11.2024 | 0.53% | 2.28 CHF | 2.29 CHF | 50'000 | 50'000 | 49'763 | 49'703 | 114'185 CHF | 114'657 CHF | 99.32% | 99.32% |
12.11.2024 | 0.51% | 2.42 CHF | 2.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 122'889 CHF | 123'517 CHF | 100.00% | 100.00% |
11.11.2024 | 0.47% | 2.54 CHF | 2.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 127'725 CHF | 128'333 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 2.44 CHF | 2.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 122'830 CHF | 123'416 CHF | 100.00% | 100.00% |
07.11.2024 | 0.51% | 2.45 CHF | 2.46 CHF | 50'000 | 50'000 | 48'703 | 48'703 | 120'856 CHF | 121'466 CHF | 99.13% | 99.13% |