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 | 0.79% | 2.40 CHF | 2.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 124'516 CHF | 125'506 CHF | 99.28% | 99.28% |
19.11.2024 | 0.63% | 2.40 CHF | 2.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 117'573 CHF | 118'317 CHF | 98.46% | 98.46% |
18.11.2024 | 0.91% | 2.44 CHF | 2.46 CHF | 50'000 | 50'000 | 45'589 | 43'383 | 110'993 CHF | 106'533 CHF | 100.00% | 100.00% |
15.11.2024 | 0.77% | 2.58 CHF | 2.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 129'126 CHF | 130'126 CHF | 100.00% | 100.00% |
14.11.2024 | 0.77% | 2.62 CHF | 2.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 129'954 CHF | 130'954 CHF | 99.22% | 99.22% |
13.11.2024 | 0.81% | 2.51 CHF | 2.53 CHF | 50'000 | 50'000 | 49'550 | 49'438 | 122'620 CHF | 123'334 CHF | 97.43% | 97.43% |
12.11.2024 | 0.78% | 2.46 CHF | 2.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 129'888 CHF | 130'898 CHF | 100.00% | 100.00% |
11.11.2024 | 0.76% | 2.73 CHF | 2.75 CHF | 50'000 | 50'000 | 48'734 | 48'734 | 131'881 CHF | 132'869 CHF | 100.00% | 100.00% |
08.11.2024 | 0.78% | 2.57 CHF | 2.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 128'493 CHF | 129'493 CHF | 96.01% | 96.01% |
07.11.2024 | 0.78% | 2.62 CHF | 2.64 CHF | 50'000 | 50'000 | 48'438 | 48'436 | 126'597 CHF | 127'572 CHF | 98.73% | 98.73% |