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 | 0.52% | 2.10 CHF | 2.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'581 CHF | 105'129 CHF | 100.00% | 100.00% |
19.11.2024 | 0.51% | 2.09 CHF | 2.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'987 CHF | 103'515 CHF | 100.00% | 100.00% |
18.11.2024 | 0.61% | 1.98 CHF | 1.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 97'883 CHF | 98'480 CHF | 100.00% | 100.00% |
15.11.2024 | 0.61% | 1.93 CHF | 1.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 97'378 CHF | 97'969 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 2.08 CHF | 2.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'588 CHF | 103'122 CHF | 99.52% | 99.52% |
13.11.2024 | 0.57% | 2.02 CHF | 2.03 CHF | 50'000 | 50'000 | 49'763 | 49'703 | 101'150 CHF | 101'600 CHF | 99.32% | 99.32% |
12.11.2024 | 0.56% | 2.16 CHF | 2.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'768 CHF | 110'389 CHF | 100.00% | 100.00% |
11.11.2024 | 0.52% | 2.28 CHF | 2.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 114'622 CHF | 115'225 CHF | 100.00% | 100.00% |
08.11.2024 | 0.54% | 2.17 CHF | 2.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'738 CHF | 110'330 CHF | 100.00% | 100.00% |
07.11.2024 | 0.56% | 2.19 CHF | 2.20 CHF | 50'000 | 50'000 | 48'962 | 48'703 | 108'700 CHF | 108'696 CHF | 99.13% | 99.13% |