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 | 0.49% | 2.21 CHF | 2.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 167'840 CHF | 168'662 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 2.16 CHF | 2.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'927 CHF | 108'461 CHF | 100.00% | 100.00% |
18.11.2024 | 0.49% | 2.19 CHF | 2.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 163'327 CHF | 164'135 CHF | 100.00% | 100.00% |
15.11.2024 | 0.52% | 2.14 CHF | 2.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'191 CHF | 104'733 CHF | 100.00% | 100.00% |
14.11.2024 | 0.56% | 2.19 CHF | 2.20 CHF | 50'000 | 50'000 | 48'165 | 48'165 | 100'830 CHF | 101'380 CHF | 99.27% | 99.27% |
13.11.2024 | 0.50% | 2.19 CHF | 2.20 CHF | 75'000 | 75'000 | 74'191 | 74'130 | 162'567 CHF | 163'247 CHF | 99.40% | 99.40% |
12.11.2024 | 0.53% | 2.09 CHF | 2.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'514 CHF | 108'083 CHF | 100.00% | 100.00% |
11.11.2024 | 0.49% | 2.25 CHF | 2.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'890 CHF | 113'445 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 2.24 CHF | 2.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'766 CHF | 112'332 CHF | 100.00% | 100.00% |
07.11.2024 | 0.51% | 2.28 CHF | 2.29 CHF | 50'000 | 50'000 | 48'045 | 48'045 | 110'663 CHF | 111'198 CHF | 97.66% | 97.66% |