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 | 0.46% | 2.21 CHF | 2.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'552 CHF | 110'052 CHF | 99.73% | 99.73% |
19.11.2024 | 0.44% | 2.15 CHF | 2.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'768 CHF | 113'268 CHF | 97.46% | 97.46% |
18.11.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 120'781 CHF | 121'281 CHF | 100.00% | 100.00% |
15.11.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 121'864 CHF | 122'364 CHF | 100.00% | 100.00% |
14.11.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 124'421 CHF | 124'921 CHF | 100.00% | 100.00% |
13.11.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 121'465 CHF | 121'965 CHF | 99.94% | 99.94% |
12.11.2024 | 0.38% | 2.55 CHF | 2.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 129'902 CHF | 130'402 CHF | 100.00% | 100.00% |
11.11.2024 | 0.37% | 2.65 CHF | 2.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 134'771 CHF | 135'271 CHF | 99.66% | 99.66% |
08.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 129'960 CHF | 130'460 CHF | 100.00% | 100.00% |
07.11.2024 | 0.38% | 2.58 CHF | 2.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 131'561 CHF | 132'061 CHF | 99.70% | 99.70% |