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 | 0.43% | 2.90 CHF | 2.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 144'692 CHF | 145'315 CHF | 100.00% | 100.00% |
19.11.2024 | 0.38% | 2.89 CHF | 2.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 143'107 CHF | 143'656 CHF | 100.00% | 100.00% |
18.11.2024 | 0.42% | 2.78 CHF | 2.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 138'033 CHF | 138'619 CHF | 100.00% | 100.00% |
15.11.2024 | 0.43% | 2.73 CHF | 2.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 137'468 CHF | 138'058 CHF | 100.00% | 100.00% |
14.11.2024 | 0.37% | 2.88 CHF | 2.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 142'704 CHF | 143'239 CHF | 99.52% | 99.52% |
13.11.2024 | 0.41% | 2.82 CHF | 2.83 CHF | 50'000 | 50'000 | 49'703 | 49'703 | 140'889 CHF | 141'466 CHF | 99.32% | 99.32% |
12.11.2024 | 0.42% | 2.96 CHF | 2.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 149'889 CHF | 150'517 CHF | 100.00% | 100.00% |
11.11.2024 | 0.39% | 3.08 CHF | 3.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 154'725 CHF | 155'333 CHF | 100.00% | 100.00% |
08.11.2024 | 0.39% | 2.98 CHF | 2.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 149'830 CHF | 150'416 CHF | 100.00% | 100.00% |
07.11.2024 | 0.40% | 2.99 CHF | 3.00 CHF | 50'000 | 50'000 | 48'703 | 48'703 | 147'156 CHF | 147'735 CHF | 99.13% | 99.13% |