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 | 0.61% | 2.06 CHF | 2.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'692 CHF | 103'315 CHF | 100.00% | 100.00% |
19.11.2024 | 0.58% | 2.05 CHF | 2.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'070 CHF | 101'656 CHF | 100.00% | 100.00% |
18.11.2024 | 0.61% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'033 CHF | 96'619 CHF | 100.00% | 100.00% |
15.11.2024 | 0.62% | 1.89 CHF | 1.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 95'469 CHF | 96'058 CHF | 100.00% | 100.00% |
14.11.2024 | 0.62% | 2.04 CHF | 2.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'704 CHF | 101'329 CHF | 99.52% | 99.52% |
13.11.2024 | 0.61% | 1.98 CHF | 1.99 CHF | 50'000 | 50'000 | 49'763 | 49'703 | 99'256 CHF | 99'746 CHF | 99.32% | 99.32% |
12.11.2024 | 0.54% | 2.12 CHF | 2.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'934 CHF | 108'517 CHF | 100.00% | 100.00% |
11.11.2024 | 0.53% | 2.24 CHF | 2.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'762 CHF | 113'363 CHF | 100.00% | 100.00% |
08.11.2024 | 0.54% | 2.14 CHF | 2.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'856 CHF | 108'440 CHF | 100.00% | 100.00% |
07.11.2024 | 0.51% | 2.15 CHF | 2.16 CHF | 50'000 | 50'000 | 48'962 | 48'703 | 106'908 CHF | 106'855 CHF | 99.13% | 99.13% |