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 | 0.54% | 2.13 CHF | 2.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'236 CHF | 106'815 CHF | 100.00% | 100.00% |
19.11.2024 | 0.55% | 2.12 CHF | 2.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'607 CHF | 105'186 CHF | 100.00% | 100.00% |
18.11.2024 | 0.63% | 2.01 CHF | 2.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 99'533 CHF | 100'163 CHF | 100.00% | 100.00% |
15.11.2024 | 0.60% | 1.96 CHF | 1.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 99'038 CHF | 99'633 CHF | 100.00% | 100.00% |
14.11.2024 | 0.56% | 2.11 CHF | 2.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'239 CHF | 104'829 CHF | 99.52% | 99.52% |
13.11.2024 | 0.60% | 2.05 CHF | 2.06 CHF | 50'000 | 50'000 | 49'763 | 49'703 | 102'813 CHF | 103'306 CHF | 99.32% | 99.32% |
12.11.2024 | 0.55% | 2.19 CHF | 2.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'434 CHF | 112'048 CHF | 100.00% | 100.00% |
11.11.2024 | 0.52% | 2.31 CHF | 2.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 116'262 CHF | 116'863 CHF | 100.00% | 100.00% |
08.11.2024 | 0.52% | 2.21 CHF | 2.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'356 CHF | 111'940 CHF | 100.00% | 100.00% |
07.11.2024 | 0.57% | 2.22 CHF | 2.23 CHF | 50'000 | 50'000 | 48'962 | 48'703 | 110'336 CHF | 110'341 CHF | 99.13% | 99.13% |