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 | 0.69% | 2.75 CHF | 2.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 142'060 CHF | 143'049 CHF | 99.28% | 99.28% |
19.11.2024 | 0.73% | 2.74 CHF | 2.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 134'855 CHF | 135'846 CHF | 98.46% | 98.46% |
18.11.2024 | 0.79% | 2.79 CHF | 2.81 CHF | 50'000 | 50'000 | 43'383 | 43'383 | 120'858 CHF | 121'770 CHF | 100.00% | 100.00% |
15.11.2024 | 0.68% | 2.94 CHF | 2.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 146'956 CHF | 147'956 CHF | 100.00% | 100.00% |
14.11.2024 | 0.67% | 2.98 CHF | 3.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 147'854 CHF | 148'854 CHF | 99.22% | 99.22% |
13.11.2024 | 0.71% | 2.86 CHF | 2.88 CHF | 50'000 | 50'000 | 49'438 | 49'438 | 139'806 CHF | 140'799 CHF | 97.43% | 97.43% |
12.11.2024 | 0.68% | 2.81 CHF | 2.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 147'744 CHF | 148'752 CHF | 100.00% | 100.00% |
11.11.2024 | 0.67% | 3.09 CHF | 3.11 CHF | 50'000 | 50'000 | 48'734 | 48'734 | 149'437 CHF | 150'425 CHF | 100.00% | 100.00% |
08.11.2024 | 0.68% | 2.93 CHF | 2.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 146'283 CHF | 147'283 CHF | 96.01% | 96.01% |
07.11.2024 | 0.69% | 2.98 CHF | 3.00 CHF | 50'000 | 50'000 | 48'436 | 48'436 | 143'899 CHF | 144'879 CHF | 98.73% | 98.73% |