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% | 2.32 CHF | 2.33 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 176'700 CHF | 177'526 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 2.27 CHF | 2.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 113'830 CHF | 114'371 CHF | 100.00% | 100.00% |
18.11.2024 | 0.46% | 2.30 CHF | 2.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 172'194 CHF | 172'994 CHF | 100.00% | 100.00% |
15.11.2024 | 0.48% | 2.25 CHF | 2.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'108 CHF | 110'640 CHF | 100.00% | 100.00% |
14.11.2024 | 0.54% | 2.31 CHF | 2.32 CHF | 50'000 | 50'000 | 48'165 | 48'165 | 106'509 CHF | 107'065 CHF | 99.27% | 99.27% |
13.11.2024 | 0.50% | 2.31 CHF | 2.32 CHF | 75'000 | 75'000 | 74'191 | 74'130 | 171'287 CHF | 172'006 CHF | 99.40% | 99.40% |
12.11.2024 | 0.44% | 2.21 CHF | 2.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 113'426 CHF | 113'926 CHF | 100.00% | 100.00% |
11.11.2024 | 0.46% | 2.37 CHF | 2.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'795 CHF | 119'346 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 2.36 CHF | 2.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 117'682 CHF | 118'236 CHF | 100.00% | 100.00% |
07.11.2024 | 0.49% | 2.40 CHF | 2.41 CHF | 50'000 | 50'000 | 48'045 | 48'045 | 116'328 CHF | 116'858 CHF | 97.66% | 97.66% |