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 | 0.40% | 2.42 CHF | 2.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 123'594 CHF | 124'094 CHF | 100.00% | 100.00% |
19.11.2024 | 0.44% | 2.32 CHF | 2.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 114'160 CHF | 114'660 CHF | 99.90% | 99.90% |
18.11.2024 | 0.42% | 2.48 CHF | 2.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 119'818 CHF | 120'318 CHF | 99.91% | 99.91% |
15.11.2024 | 0.40% | 2.39 CHF | 2.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 123'551 CHF | 124'051 CHF | 100.00% | 100.00% |
14.11.2024 | 0.38% | 2.54 CHF | 2.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 129'682 CHF | 130'182 CHF | 100.00% | 100.00% |
13.11.2024 | 0.39% | 2.48 CHF | 2.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 127'162 CHF | 127'662 CHF | 100.00% | 100.00% |
12.11.2024 | 0.33% | 2.68 CHF | 2.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 150'076 CHF | 150'576 CHF | 99.70% | 99.70% |
11.11.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 156'355 CHF | 156'855 CHF | 99.91% | 99.91% |
08.11.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 144'023 CHF | 144'523 CHF | 100.00% | 100.00% |
07.11.2024 | 0.33% | 3.11 CHF | 3.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 152'115 CHF | 152'615 CHF | 99.90% | 99.90% |