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 | 0.45% | 2.07 CHF | 2.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'787 CHF | 108'276 CHF | 99.28% | 99.28% |
19.11.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'178 CHF | 101'669 CHF | 98.46% | 98.46% |
18.11.2024 | 0.58% | 2.10 CHF | 2.11 CHF | 50'000 | 50'000 | 45'589 | 43'383 | 95'721 CHF | 91'566 CHF | 100.00% | 100.00% |
15.11.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'041 CHF | 112'541 CHF | 100.00% | 100.00% |
14.11.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'789 CHF | 113'289 CHF | 99.22% | 99.22% |
13.11.2024 | 0.47% | 2.17 CHF | 2.18 CHF | 50'000 | 50'000 | 49'550 | 49'438 | 105'897 CHF | 106'154 CHF | 97.43% | 97.43% |
12.11.2024 | 0.45% | 2.12 CHF | 2.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'768 CHF | 113'277 CHF | 100.00% | 100.00% |
11.11.2024 | 0.86% | 2.38 CHF | 2.40 CHF | 50'000 | 50'000 | 48'734 | 48'734 | 114'999 CHF | 115'982 CHF | 100.00% | 100.00% |
08.11.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'449 CHF | 111'949 CHF | 96.01% | 96.01% |
07.11.2024 | 0.46% | 2.27 CHF | 2.28 CHF | 50'000 | 50'000 | 48'957 | 48'436 | 111'137 CHF | 110'486 CHF | 98.73% | 98.73% |