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 | 0.39% | 2.55 CHF | 2.56 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 123'408 CHF | 123'888 CHF | 99.48% | 99.48% |
19.11.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 121'914 CHF | 122'394 CHF | 100.00% | 100.00% |
18.11.2024 | 0.41% | 2.49 CHF | 2.50 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 117'546 CHF | 118'026 CHF | 99.88% | 99.88% |
15.11.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 116'966 CHF | 117'466 CHF | 100.00% | 100.00% |
14.11.2024 | 0.44% | 2.32 CHF | 2.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'935 CHF | 113'435 CHF | 98.57% | 98.57% |
13.11.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'137 CHF | 115'637 CHF | 100.00% | 100.00% |
12.11.2024 | 0.43% | 2.27 CHF | 2.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 116'548 CHF | 117'048 CHF | 99.88% | 99.88% |
11.11.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 48'000 | 48'000 | 48'004 | 48'004 | 116'455 CHF | 116'935 CHF | 100.00% | 100.00% |
08.11.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'872 CHF | 110'372 CHF | 98.29% | 98.29% |
07.11.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'739 CHF | 113'239 CHF | 100.00% | 100.00% |