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 | 0.45% | 2.70 CHF | 2.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 134'581 CHF | 135'192 CHF | 100.00% | 100.00% |
19.11.2024 | 0.42% | 2.69 CHF | 2.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 133'015 CHF | 133'570 CHF | 100.00% | 100.00% |
18.11.2024 | 0.44% | 2.58 CHF | 2.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 127'913 CHF | 128'480 CHF | 100.00% | 100.00% |
15.11.2024 | 0.46% | 2.53 CHF | 2.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 127'378 CHF | 127'969 CHF | 100.00% | 100.00% |
14.11.2024 | 0.40% | 2.68 CHF | 2.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 132'588 CHF | 133'122 CHF | 99.52% | 99.52% |
13.11.2024 | 0.46% | 2.62 CHF | 2.63 CHF | 50'000 | 50'000 | 49'703 | 49'703 | 130'852 CHF | 131'453 CHF | 99.32% | 99.32% |
12.11.2024 | 0.44% | 2.76 CHF | 2.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 139'768 CHF | 140'389 CHF | 100.00% | 100.00% |
11.11.2024 | 0.42% | 2.88 CHF | 2.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 144'622 CHF | 145'225 CHF | 100.00% | 100.00% |
08.11.2024 | 0.42% | 2.77 CHF | 2.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 139'738 CHF | 140'330 CHF | 100.00% | 100.00% |
07.11.2024 | 0.44% | 2.79 CHF | 2.80 CHF | 50'000 | 50'000 | 48'703 | 48'703 | 137'325 CHF | 137'918 CHF | 99.13% | 99.13% |