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 | 0.55% | 2.03 CHF | 2.04 CHF | 50'000 | 50'000 | 49'465 | 49'465 | 102'698 CHF | 103'259 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'178 CHF | 104'678 CHF | 100.00% | 100.00% |
18.11.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'620 CHF | 103'120 CHF | 100.00% | 100.00% |
15.11.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'599 CHF | 101'099 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'258 CHF | 101'758 CHF | 99.27% | 99.27% |
13.11.2024 | 0.55% | 2.01 CHF | 2.02 CHF | 50'000 | 50'000 | 49'548 | 49'375 | 99'619 CHF | 99'816 CHF | 99.40% | 99.40% |
12.11.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'933 CHF | 105'433 CHF | 100.00% | 100.00% |
11.11.2024 | 0.58% | 2.17 CHF | 2.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'248 CHF | 109'881 CHF | 100.00% | 100.00% |
08.11.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'624 CHF | 110'124 CHF | 100.00% | 100.00% |
07.11.2024 | 0.54% | 2.19 CHF | 2.20 CHF | 50'000 | 50'000 | 47'945 | 47'945 | 106'368 CHF | 106'906 CHF | 99.06% | 99.06% |