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 | 0.65% | 2.93 CHF | 2.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 151'078 CHF | 152'067 CHF | 99.28% | 99.28% |
19.11.2024 | 0.69% | 2.92 CHF | 2.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 143'767 CHF | 144'756 CHF | 98.46% | 98.46% |
18.11.2024 | 0.75% | 2.97 CHF | 2.99 CHF | 50'000 | 50'000 | 43'383 | 43'383 | 128'689 CHF | 129'601 CHF | 100.00% | 100.00% |
15.11.2024 | 0.64% | 3.12 CHF | 3.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 156'098 CHF | 157'098 CHF | 100.00% | 100.00% |
14.11.2024 | 0.63% | 3.16 CHF | 3.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 157'019 CHF | 158'019 CHF | 99.22% | 99.22% |
13.11.2024 | 0.67% | 3.04 CHF | 3.06 CHF | 50'000 | 50'000 | 49'438 | 49'438 | 148'774 CHF | 149'767 CHF | 97.43% | 97.43% |
12.11.2024 | 0.64% | 2.99 CHF | 3.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 156'889 CHF | 157'899 CHF | 100.00% | 100.00% |
11.11.2024 | 0.63% | 3.27 CHF | 3.29 CHF | 50'000 | 50'000 | 48'734 | 48'734 | 158'415 CHF | 159'403 CHF | 100.00% | 100.00% |
08.11.2024 | 0.64% | 3.11 CHF | 3.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 155'400 CHF | 156'400 CHF | 96.01% | 96.01% |
07.11.2024 | 0.65% | 3.16 CHF | 3.18 CHF | 50'000 | 50'000 | 48'436 | 48'436 | 152'763 CHF | 153'742 CHF | 98.73% | 98.73% |