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 | 0.40% | 2.47 CHF | 2.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 124'492 CHF | 124'992 CHF | 100.00% | 100.00% |
19.11.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 122'952 CHF | 123'452 CHF | 100.00% | 100.00% |
18.11.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 122'597 CHF | 123'097 CHF | 100.00% | 100.00% |
15.11.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 120'435 CHF | 120'935 CHF | 100.00% | 100.00% |
14.11.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'086 CHF | 118'586 CHF | 99.27% | 99.27% |
13.11.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 50'000 | 50'000 | 49'549 | 49'436 | 116'977 CHF | 117'208 CHF | 99.40% | 99.40% |
12.11.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 119'546 CHF | 120'046 CHF | 100.00% | 100.00% |
11.11.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 121'848 CHF | 122'348 CHF | 100.00% | 100.00% |
08.11.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 119'417 CHF | 119'917 CHF | 100.00% | 100.00% |
07.11.2024 | 0.43% | 2.40 CHF | 2.41 CHF | 50'000 | 50'000 | 48'997 | 48'746 | 118'444 CHF | 118'327 CHF | 99.05% | 99.05% |