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 | 0.51% | 2.10 CHF | 2.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 159'811 CHF | 160'632 CHF | 100.00% | 100.00% |
19.11.2024 | 0.55% | 2.05 CHF | 2.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'555 CHF | 103'120 CHF | 100.00% | 100.00% |
18.11.2024 | 0.54% | 2.08 CHF | 2.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 155'308 CHF | 156'146 CHF | 100.00% | 100.00% |
15.11.2024 | 0.57% | 2.03 CHF | 2.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'817 CHF | 99'381 CHF | 100.00% | 100.00% |
14.11.2024 | 0.58% | 2.08 CHF | 2.09 CHF | 50'000 | 50'000 | 48'165 | 48'165 | 95'675 CHF | 96'214 CHF | 99.27% | 99.27% |
13.11.2024 | 0.53% | 2.09 CHF | 2.10 CHF | 75'000 | 75'000 | 74'191 | 74'130 | 154'607 CHF | 155'301 CHF | 99.40% | 99.40% |
12.11.2024 | 0.52% | 1.98 CHF | 2.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'185 CHF | 102'714 CHF | 100.00% | 100.00% |
11.11.2024 | 0.50% | 2.14 CHF | 2.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'545 CHF | 108'080 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 2.13 CHF | 2.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'447 CHF | 106'987 CHF | 100.00% | 100.00% |
07.11.2024 | 0.56% | 2.18 CHF | 2.19 CHF | 50'000 | 50'000 | 48'045 | 48'045 | 105'516 CHF | 106'075 CHF | 97.66% | 97.66% |