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% | 2.17 CHF | 2.18 CHF | 50'000 | 50'000 | 48'205 | 48'205 | 107'678 CHF | 108'162 CHF | 99.42% | 99.42% |
19.11.2024 | 0.49% | 2.15 CHF | 2.16 CHF | 50'000 | 50'000 | 47'941 | 47'941 | 103'843 CHF | 104'325 CHF | 99.66% | 99.66% |
18.11.2024 | 0.45% | 2.31 CHF | 2.32 CHF | 50'000 | 50'000 | 49'270 | 49'270 | 112'082 CHF | 112'575 CHF | 99.88% | 99.88% |
15.11.2024 | 0.45% | 2.28 CHF | 2.29 CHF | 50'000 | 50'000 | 48'953 | 48'953 | 111'109 CHF | 111'600 CHF | 99.45% | 99.45% |
14.11.2024 | 0.47% | 2.25 CHF | 2.26 CHF | 50'000 | 50'000 | 48'941 | 48'941 | 107'394 CHF | 107'885 CHF | 98.58% | 98.58% |
13.11.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 50'000 | 50'000 | 48'805 | 48'805 | 109'375 CHF | 109'865 CHF | 99.01% | 99.01% |
12.11.2024 | 0.46% | 2.11 CHF | 2.12 CHF | 50'000 | 50'000 | 48'930 | 48'930 | 109'340 CHF | 109'830 CHF | 99.87% | 99.87% |
11.11.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 50'000 | 50'000 | 48'877 | 48'877 | 118'782 CHF | 119'272 CHF | 100.00% | 100.00% |
08.11.2024 | 0.45% | 2.30 CHF | 2.31 CHF | 50'000 | 50'000 | 48'653 | 48'653 | 113'790 CHF | 114'282 CHF | 99.06% | 99.06% |
07.11.2024 | 0.43% | 2.44 CHF | 2.45 CHF | 50'000 | 50'000 | 48'330 | 48'330 | 118'357 CHF | 118'842 CHF | 99.71% | 99.71% |