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 | 0.44% | 2.78 CHF | 2.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 138'736 CHF | 139'355 CHF | 100.00% | 100.00% |
19.11.2024 | 0.42% | 2.77 CHF | 2.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 137'106 CHF | 137'686 CHF | 100.00% | 100.00% |
18.11.2024 | 0.41% | 2.66 CHF | 2.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 132'119 CHF | 132'663 CHF | 100.00% | 100.00% |
15.11.2024 | 0.45% | 2.61 CHF | 2.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 131'538 CHF | 132'133 CHF | 100.00% | 100.00% |
14.11.2024 | 0.43% | 2.76 CHF | 2.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 136'739 CHF | 137'329 CHF | 99.52% | 99.52% |
13.11.2024 | 0.40% | 2.70 CHF | 2.71 CHF | 50'000 | 50'000 | 49'703 | 49'703 | 134'998 CHF | 135'532 CHF | 99.32% | 99.32% |
12.11.2024 | 0.43% | 2.84 CHF | 2.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 143'934 CHF | 144'548 CHF | 100.00% | 100.00% |
11.11.2024 | 0.40% | 2.96 CHF | 2.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 148'762 CHF | 149'363 CHF | 100.00% | 100.00% |
08.11.2024 | 0.41% | 2.86 CHF | 2.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 143'856 CHF | 144'440 CHF | 100.00% | 100.00% |
07.11.2024 | 0.39% | 2.87 CHF | 2.88 CHF | 50'000 | 50'000 | 48'703 | 48'703 | 141'387 CHF | 141'921 CHF | 99.13% | 99.13% |