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% | 2.63 CHF | 2.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 130'997 CHF | 131'527 CHF | 100.00% | 100.00% |
19.11.2024 | 0.42% | 2.61 CHF | 2.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 129'367 CHF | 129'912 CHF | 100.00% | 100.00% |
18.11.2024 | 0.47% | 2.50 CHF | 2.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 124'301 CHF | 124'883 CHF | 100.00% | 100.00% |
15.11.2024 | 0.48% | 2.46 CHF | 2.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 123'765 CHF | 124'356 CHF | 100.00% | 100.00% |
14.11.2024 | 0.45% | 2.61 CHF | 2.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 128'940 CHF | 129'526 CHF | 99.52% | 99.52% |
13.11.2024 | 0.44% | 2.55 CHF | 2.56 CHF | 50'000 | 50'000 | 49'703 | 49'703 | 127'295 CHF | 127'848 CHF | 99.32% | 99.32% |
12.11.2024 | 0.42% | 2.69 CHF | 2.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 136'197 CHF | 136'769 CHF | 100.00% | 100.00% |
11.11.2024 | 0.42% | 2.81 CHF | 2.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 141'032 CHF | 141'622 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 2.70 CHF | 2.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 136'114 CHF | 136'656 CHF | 100.00% | 100.00% |
07.11.2024 | 0.46% | 2.71 CHF | 2.72 CHF | 50'000 | 50'000 | 48'703 | 48'703 | 133'787 CHF | 134'387 CHF | 99.13% | 99.13% |