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 | 0.53% | 2.17 CHF | 2.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 108'236 CHF | 108'815 CHF | 100.00% | 100.00% |
19.11.2024 | 0.54% | 2.16 CHF | 2.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'607 CHF | 107'186 CHF | 100.00% | 100.00% |
18.11.2024 | 0.62% | 2.05 CHF | 2.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'533 CHF | 102'163 CHF | 100.00% | 100.00% |
15.11.2024 | 0.59% | 2.00 CHF | 2.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'038 CHF | 101'633 CHF | 100.00% | 100.00% |
14.11.2024 | 0.55% | 2.15 CHF | 2.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'239 CHF | 106'829 CHF | 99.52% | 99.52% |
13.11.2024 | 0.59% | 2.09 CHF | 2.10 CHF | 50'000 | 50'000 | 49'763 | 49'703 | 104'803 CHF | 105'294 CHF | 99.32% | 99.32% |
12.11.2024 | 0.54% | 2.23 CHF | 2.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 113'434 CHF | 114'048 CHF | 100.00% | 100.00% |
11.11.2024 | 0.51% | 2.35 CHF | 2.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'262 CHF | 118'863 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 2.25 CHF | 2.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 113'356 CHF | 113'940 CHF | 100.00% | 100.00% |
07.11.2024 | 0.56% | 2.26 CHF | 2.27 CHF | 50'000 | 50'000 | 48'962 | 48'703 | 112'294 CHF | 112'289 CHF | 99.13% | 99.13% |