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% | 2.03 CHF | 2.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'310 CHF | 103'810 CHF | 94.13% | 94.13% |
19.11.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 50'000 | 50'000 | 49'998 | 49'998 | 99'282 CHF | 99'782 CHF | 96.55% | 96.55% |
18.11.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'320 CHF | 100'820 CHF | 98.80% | 98.80% |
15.11.2024 | 0.52% | 1.96 CHF | 1.97 CHF | 50'000 | 50'000 | 49'986 | 49'986 | 95'600 CHF | 96'100 CHF | 95.68% | 95.68% |
14.11.2024 | 0.52% | 2.01 CHF | 2.02 CHF | 50'000 | 50'000 | 49'971 | 49'971 | 95'875 CHF | 96'375 CHF | 90.82% | 90.82% |
13.11.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'986 CHF | 101'486 CHF | 95.89% | 95.89% |
12.11.2024 | 0.50% | 1.92 CHF | 1.93 CHF | 50'000 | 50'000 | 49'996 | 49'996 | 98'838 CHF | 99'338 CHF | 96.43% | 96.43% |
11.11.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'167 CHF | 104'667 CHF | 97.64% | 97.64% |
08.11.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'050 CHF | 103'550 CHF | 96.02% | 96.02% |
07.11.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 50'000 | 50'000 | 49'997 | 49'997 | 106'482 CHF | 106'982 CHF | 96.53% | 96.53% |