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 | 0.47% | 2.30 CHF | 2.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 114'692 CHF | 115'236 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 2.29 CHF | 2.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 113'070 CHF | 113'606 CHF | 100.00% | 100.00% |
18.11.2024 | 0.59% | 2.18 CHF | 2.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'980 CHF | 108'619 CHF | 100.00% | 100.00% |
15.11.2024 | 0.53% | 2.13 CHF | 2.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'468 CHF | 108'038 CHF | 100.00% | 100.00% |
14.11.2024 | 0.55% | 2.28 CHF | 2.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'622 CHF | 113'239 CHF | 99.52% | 99.52% |
13.11.2024 | 0.52% | 2.22 CHF | 2.23 CHF | 50'000 | 50'000 | 49'763 | 49'703 | 111'199 CHF | 111'644 CHF | 99.32% | 99.32% |
12.11.2024 | 0.52% | 2.36 CHF | 2.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 119'889 CHF | 120'517 CHF | 100.00% | 100.00% |
11.11.2024 | 0.49% | 2.48 CHF | 2.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 124'725 CHF | 125'333 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 2.38 CHF | 2.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 119'830 CHF | 120'416 CHF | 100.00% | 100.00% |
07.11.2024 | 0.53% | 2.39 CHF | 2.40 CHF | 50'000 | 50'000 | 48'759 | 48'703 | 118'073 CHF | 118'544 CHF | 99.13% | 99.13% |