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 | 0.46% | 2.38 CHF | 2.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 180'720 CHF | 181'561 CHF | 100.00% | 100.00% |
19.11.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 116'519 CHF | 117'019 CHF | 100.00% | 100.00% |
18.11.2024 | 0.46% | 2.36 CHF | 2.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 176'243 CHF | 177'058 CHF | 100.00% | 100.00% |
15.11.2024 | 0.48% | 2.31 CHF | 2.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'773 CHF | 113'317 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 2.36 CHF | 2.37 CHF | 50'000 | 50'000 | 48'165 | 48'165 | 109'109 CHF | 109'661 CHF | 99.27% | 99.27% |
13.11.2024 | 0.43% | 2.37 CHF | 2.38 CHF | 75'000 | 75'000 | 74'191 | 74'130 | 175'297 CHF | 175'901 CHF | 99.40% | 99.40% |
12.11.2024 | 0.46% | 2.26 CHF | 2.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 116'083 CHF | 116'618 CHF | 100.00% | 100.00% |
11.11.2024 | 0.46% | 2.42 CHF | 2.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 121'491 CHF | 122'045 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 2.41 CHF | 2.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 120'374 CHF | 120'947 CHF | 100.00% | 100.00% |
07.11.2024 | 0.49% | 2.45 CHF | 2.46 CHF | 50'000 | 50'000 | 48'045 | 48'045 | 118'872 CHF | 119'425 CHF | 97.66% | 97.66% |