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 | 0.38% | 2.60 CHF | 2.61 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 125'703 CHF | 126'183 CHF | 99.44% | 99.44% |
19.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 124'191 CHF | 124'671 CHF | 100.00% | 100.00% |
18.11.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 119'844 CHF | 120'324 CHF | 99.88% | 99.88% |
15.11.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 119'392 CHF | 119'892 CHF | 100.00% | 100.00% |
14.11.2024 | 0.43% | 2.37 CHF | 2.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'398 CHF | 115'898 CHF | 98.58% | 98.58% |
13.11.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 117'588 CHF | 118'088 CHF | 100.00% | 100.00% |
12.11.2024 | 0.42% | 2.32 CHF | 2.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'958 CHF | 119'458 CHF | 99.90% | 99.90% |
11.11.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 48'000 | 48'000 | 48'004 | 48'004 | 118'792 CHF | 119'272 CHF | 100.00% | 100.00% |
08.11.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'333 CHF | 112'833 CHF | 98.30% | 98.30% |
07.11.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'146 CHF | 115'646 CHF | 100.00% | 100.00% |