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 | 0.46% | 2.41 CHF | 2.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 120'355 CHF | 120'913 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 2.40 CHF | 2.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'686 CHF | 119'244 CHF | 100.00% | 100.00% |
18.11.2024 | 0.52% | 2.29 CHF | 2.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 113'663 CHF | 114'252 CHF | 100.00% | 100.00% |
15.11.2024 | 0.46% | 2.24 CHF | 2.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 113'133 CHF | 113'658 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 2.39 CHF | 2.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'329 CHF | 118'916 CHF | 99.52% | 99.52% |
13.11.2024 | 0.46% | 2.33 CHF | 2.34 CHF | 50'000 | 50'000 | 49'763 | 49'703 | 116'858 CHF | 117'258 CHF | 99.32% | 99.32% |
12.11.2024 | 0.48% | 2.47 CHF | 2.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 125'548 CHF | 126'146 CHF | 100.00% | 100.00% |
11.11.2024 | 0.46% | 2.59 CHF | 2.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 130'363 CHF | 130'959 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 2.49 CHF | 2.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 125'440 CHF | 126'045 CHF | 100.00% | 100.00% |
07.11.2024 | 0.43% | 2.50 CHF | 2.51 CHF | 50'000 | 50'000 | 48'703 | 48'703 | 123'476 CHF | 123'999 CHF | 99.13% | 99.13% |