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 | 0.48% | 2.07 CHF | 2.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 155'626 CHF | 156'376 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 149'416 CHF | 150'166 CHF | 100.00% | 100.00% |
18.11.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 156'813 CHF | 157'563 CHF | 100.00% | 100.00% |
15.11.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 160'887 CHF | 161'637 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 2.19 CHF | 2.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 158'971 CHF | 159'721 CHF | 99.27% | 99.27% |
13.11.2024 | 0.50% | 2.06 CHF | 2.07 CHF | 75'000 | 75'000 | 74'193 | 74'132 | 149'151 CHF | 149'777 CHF | 99.40% | 99.40% |
12.11.2024 | 0.45% | 2.14 CHF | 2.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 165'214 CHF | 165'964 CHF | 100.00% | 100.00% |
11.11.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 168'101 CHF | 168'851 CHF | 100.00% | 100.00% |
08.11.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 161'838 CHF | 162'588 CHF | 100.00% | 100.00% |
07.11.2024 | 0.47% | 2.20 CHF | 2.21 CHF | 75'000 | 75'000 | 72'666 | 72'407 | 159'722 CHF | 159'900 CHF | 99.23% | 99.23% |