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 | 0.55% | 2.21 CHF | 2.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'129 CHF | 110'736 CHF | 100.00% | 100.00% |
19.11.2024 | 0.54% | 2.20 CHF | 2.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 108'515 CHF | 109'107 CHF | 100.00% | 100.00% |
18.11.2024 | 0.60% | 2.09 CHF | 2.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'413 CHF | 104'033 CHF | 100.00% | 100.00% |
15.11.2024 | 0.58% | 2.04 CHF | 2.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'942 CHF | 103'538 CHF | 100.00% | 100.00% |
14.11.2024 | 0.54% | 2.19 CHF | 2.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 108'122 CHF | 108'704 CHF | 99.52% | 99.52% |
13.11.2024 | 0.57% | 2.13 CHF | 2.14 CHF | 50'000 | 50'000 | 49'763 | 49'703 | 106'690 CHF | 107'171 CHF | 99.32% | 99.32% |
12.11.2024 | 0.55% | 2.27 CHF | 2.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'296 CHF | 115'934 CHF | 100.00% | 100.00% |
11.11.2024 | 0.50% | 2.39 CHF | 2.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 120'159 CHF | 120'762 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 2.29 CHF | 2.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'269 CHF | 115'856 CHF | 100.00% | 100.00% |
07.11.2024 | 0.55% | 2.30 CHF | 2.31 CHF | 50'000 | 50'000 | 48'962 | 48'703 | 114'148 CHF | 114'129 CHF | 99.13% | 99.13% |