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 | 0.45% | 2.18 CHF | 2.19 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 105'786 CHF | 106'266 CHF | 99.48% | 99.48% |
19.11.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 104'280 CHF | 104'760 CHF | 100.00% | 100.00% |
18.11.2024 | 0.48% | 2.13 CHF | 2.14 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 99'925 CHF | 100'405 CHF | 99.90% | 99.90% |
15.11.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'644 CHF | 99'144 CHF | 100.00% | 100.00% |
14.11.2024 | 0.53% | 1.96 CHF | 1.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'607 CHF | 95'107 CHF | 98.60% | 98.60% |
13.11.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'819 CHF | 97'319 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 1.91 CHF | 1.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'193 CHF | 98'693 CHF | 99.88% | 99.88% |
11.11.2024 | 0.48% | 2.03 CHF | 2.04 CHF | 48'000 | 48'000 | 48'004 | 48'004 | 98'873 CHF | 99'353 CHF | 100.00% | 100.00% |
08.11.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 91'549 CHF | 92'049 CHF | 98.29% | 98.29% |
07.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'413 CHF | 94'913 CHF | 100.00% | 100.00% |