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 | 0.43% | 2.22 CHF | 2.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'131 CHF | 115'631 CHF | 100.00% | 100.00% |
19.11.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'360 CHF | 110'860 CHF | 99.44% | 99.44% |
18.11.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'268 CHF | 111'768 CHF | 99.95% | 99.95% |
15.11.2024 | 0.43% | 2.23 CHF | 2.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'204 CHF | 115'704 CHF | 100.00% | 100.00% |
14.11.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 124'013 CHF | 124'513 CHF | 100.00% | 100.00% |
13.11.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 122'125 CHF | 122'625 CHF | 100.00% | 100.00% |
12.11.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 123'902 CHF | 124'402 CHF | 99.99% | 99.99% |
11.11.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 125'550 CHF | 126'050 CHF | 100.00% | 100.00% |
08.11.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 120'490 CHF | 120'990 CHF | 99.00% | 99.00% |
07.11.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 117'683 CHF | 118'183 CHF | 98.82% | 98.82% |