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 | 0.50% | 2.26 CHF | 2.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 171'882 CHF | 172'743 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 2.21 CHF | 2.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'620 CHF | 111'161 CHF | 100.00% | 100.00% |
18.11.2024 | 0.49% | 2.24 CHF | 2.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 167'396 CHF | 168'213 CHF | 100.00% | 100.00% |
15.11.2024 | 0.51% | 2.19 CHF | 2.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'881 CHF | 107'428 CHF | 100.00% | 100.00% |
14.11.2024 | 0.55% | 2.24 CHF | 2.25 CHF | 50'000 | 50'000 | 48'165 | 48'165 | 103'420 CHF | 103'976 CHF | 99.27% | 99.27% |
13.11.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 75'000 | 75'000 | 74'191 | 74'130 | 166'551 CHF | 167'162 CHF | 99.40% | 99.40% |
12.11.2024 | 0.48% | 2.14 CHF | 2.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'185 CHF | 110'714 CHF | 100.00% | 100.00% |
11.11.2024 | 0.48% | 2.30 CHF | 2.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'580 CHF | 116'136 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 2.29 CHF | 2.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 114'487 CHF | 115'059 CHF | 100.00% | 100.00% |
07.11.2024 | 0.50% | 2.34 CHF | 2.35 CHF | 50'000 | 50'000 | 48'045 | 48'045 | 113'267 CHF | 113'794 CHF | 97.66% | 97.66% |