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 | 0.44% | 2.24 CHF | 2.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 113'283 CHF | 113'783 CHF | 100.00% | 100.00% |
19.11.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'833 CHF | 112'333 CHF | 100.00% | 100.00% |
18.11.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'392 CHF | 111'892 CHF | 100.00% | 100.00% |
15.11.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'290 CHF | 109'790 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 2.17 CHF | 2.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'915 CHF | 107'415 CHF | 99.27% | 99.27% |
13.11.2024 | 0.48% | 2.14 CHF | 2.15 CHF | 50'000 | 50'000 | 49'549 | 49'436 | 105'842 CHF | 106'100 CHF | 99.40% | 99.40% |
12.11.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 108'415 CHF | 108'915 CHF | 100.00% | 100.00% |
11.11.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'614 CHF | 111'114 CHF | 100.00% | 100.00% |
08.11.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 108'280 CHF | 108'780 CHF | 100.00% | 100.00% |
07.11.2024 | 0.48% | 2.18 CHF | 2.19 CHF | 50'000 | 50'000 | 48'997 | 48'746 | 107'518 CHF | 107'459 CHF | 99.05% | 99.05% |