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 | 0.49% | 2.02 CHF | 2.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'283 CHF | 102'783 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'833 CHF | 101'333 CHF | 100.00% | 100.00% |
18.11.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'392 CHF | 100'892 CHF | 100.00% | 100.00% |
15.11.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'290 CHF | 98'790 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'915 CHF | 96'415 CHF | 99.27% | 99.27% |
13.11.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 50'000 | 50'000 | 49'549 | 49'436 | 94'941 CHF | 95'224 CHF | 99.40% | 99.40% |
12.11.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 97'415 CHF | 97'915 CHF | 100.00% | 100.00% |
11.11.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 99'488 CHF | 99'988 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 97'280 CHF | 97'780 CHF | 100.00% | 100.00% |
07.11.2024 | 0.53% | 1.96 CHF | 1.97 CHF | 50'000 | 50'000 | 48'997 | 48'746 | 96'739 CHF | 96'735 CHF | 99.05% | 99.05% |