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 | 0.43% | 2.48 CHF | 2.50 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 188'776 CHF | 189'590 CHF | 100.00% | 100.00% |
19.11.2024 | 0.46% | 2.44 CHF | 2.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 121'871 CHF | 122'427 CHF | 100.00% | 100.00% |
18.11.2024 | 0.45% | 2.47 CHF | 2.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 184'244 CHF | 185'077 CHF | 100.00% | 100.00% |
15.11.2024 | 0.46% | 2.41 CHF | 2.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'140 CHF | 118'691 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 2.47 CHF | 2.48 CHF | 50'000 | 50'000 | 48'165 | 48'165 | 114'271 CHF | 114'816 CHF | 99.27% | 99.27% |
13.11.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 75'000 | 75'000 | 74'191 | 74'130 | 183'270 CHF | 183'868 CHF | 99.40% | 99.40% |
12.11.2024 | 0.46% | 2.37 CHF | 2.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 121'426 CHF | 121'984 CHF | 100.00% | 100.00% |
11.11.2024 | 0.43% | 2.53 CHF | 2.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 126'846 CHF | 127'390 CHF | 100.00% | 100.00% |
08.11.2024 | 0.42% | 2.52 CHF | 2.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 125'736 CHF | 126'266 CHF | 100.00% | 100.00% |
07.11.2024 | 0.46% | 2.56 CHF | 2.57 CHF | 50'000 | 50'000 | 48'045 | 48'045 | 124'016 CHF | 124'546 CHF | 97.66% | 97.66% |