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 | 0.44% | 2.43 CHF | 2.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 184'743 CHF | 185'551 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 2.38 CHF | 2.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 119'161 CHF | 119'728 CHF | 100.00% | 100.00% |
18.11.2024 | 0.46% | 2.41 CHF | 2.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 180'213 CHF | 181'051 CHF | 100.00% | 100.00% |
15.11.2024 | 0.49% | 2.36 CHF | 2.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'428 CHF | 115'999 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 2.41 CHF | 2.43 CHF | 50'000 | 50'000 | 48'165 | 48'165 | 111'664 CHF | 112'203 CHF | 99.27% | 99.27% |
13.11.2024 | 0.45% | 2.42 CHF | 2.43 CHF | 75'000 | 75'000 | 74'191 | 74'130 | 179'241 CHF | 179'897 CHF | 99.40% | 99.40% |
12.11.2024 | 0.45% | 2.32 CHF | 2.33 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'772 CHF | 119'310 CHF | 100.00% | 100.00% |
11.11.2024 | 0.43% | 2.47 CHF | 2.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 124'136 CHF | 124'676 CHF | 100.00% | 100.00% |
08.11.2024 | 0.43% | 2.46 CHF | 2.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 123'059 CHF | 123'592 CHF | 100.00% | 100.00% |
07.11.2024 | 0.48% | 2.51 CHF | 2.52 CHF | 50'000 | 50'000 | 48'045 | 48'045 | 121'467 CHF | 122'016 CHF | 97.66% | 97.66% |