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% | 2.08 CHF | 2.09 CHF | 50'000 | 50'000 | 49'465 | 49'465 | 104'891 CHF | 105'443 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'317 CHF | 106'817 CHF | 100.00% | 100.00% |
18.11.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'756 CHF | 105'256 CHF | 100.00% | 100.00% |
15.11.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'682 CHF | 103'182 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'413 CHF | 103'913 CHF | 99.27% | 99.27% |
13.11.2024 | 0.55% | 2.05 CHF | 2.06 CHF | 50'000 | 50'000 | 49'548 | 49'375 | 101'766 CHF | 101'970 CHF | 99.40% | 99.40% |
12.11.2024 | 0.57% | 2.13 CHF | 2.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'109 CHF | 107'723 CHF | 100.00% | 100.00% |
11.11.2024 | 0.55% | 2.22 CHF | 2.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'396 CHF | 112'005 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 2.23 CHF | 2.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'786 CHF | 112'340 CHF | 100.00% | 100.00% |
07.11.2024 | 0.53% | 2.24 CHF | 2.25 CHF | 50'000 | 50'000 | 47'945 | 47'945 | 108'483 CHF | 109'011 CHF | 99.06% | 99.06% |