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 | 0.49% | 2.00 CHF | 2.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'097 CHF | 101'597 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'123 CHF | 100'623 CHF | 99.91% | 99.91% |
18.11.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 99'766 CHF | 100'266 CHF | 99.90% | 99.90% |
15.11.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'100 CHF | 102'600 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 2.01 CHF | 2.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'654 CHF | 99'154 CHF | 99.99% | 99.99% |
13.11.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 97'254 CHF | 97'754 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'378 CHF | 98'878 CHF | 99.72% | 99.72% |
11.11.2024 | 0.49% | 2.00 CHF | 2.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'876 CHF | 101'376 CHF | 99.91% | 99.91% |
08.11.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'906 CHF | 99'406 CHF | 100.00% | 100.00% |
07.11.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'856 CHF | 97'356 CHF | 99.91% | 99.91% |