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 | 0.48% | 2.02 CHF | 2.03 CHF | 100'000 | 100'000 | 99'824 | 99'824 | 207'123 CHF | 208'121 CHF | 97.06% | 97.06% |
19.11.2024 | 0.51% | 2.00 CHF | 2.01 CHF | 100'000 | 100'000 | 99'762 | 99'762 | 197'469 CHF | 198'467 CHF | 96.48% | 96.48% |
18.11.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 100'000 | 100'000 | 99'945 | 99'945 | 202'541 CHF | 203'540 CHF | 98.72% | 98.72% |
15.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 100'000 | 100'000 | 99'885 | 99'885 | 200'581 CHF | 201'580 CHF | 98.63% | 98.63% |
14.11.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 100'000 | 100'000 | 99'918 | 99'918 | 202'919 CHF | 203'918 CHF | 96.56% | 96.56% |
13.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 100'000 | 100'000 | 99'898 | 99'898 | 200'432 CHF | 201'431 CHF | 98.62% | 98.62% |
12.11.2024 | 0.48% | 2.04 CHF | 2.05 CHF | 100'000 | 100'000 | 99'312 | 99'312 | 208'114 CHF | 209'107 CHF | 98.71% | 98.71% |
11.11.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 90'000 | 90'000 | 96'778 | 96'778 | 205'370 CHF | 206'338 CHF | 98.25% | 98.25% |
08.11.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 100'000 | 100'000 | 99'848 | 99'848 | 205'987 CHF | 206'986 CHF | 95.01% | 95.01% |
07.11.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 90'000 | 90'000 | 89'768 | 89'768 | 197'298 CHF | 198'196 CHF | 98.39% | 98.39% |