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% | 2.54 CHF | 2.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 192'720 CHF | 193'561 CHF | 100.00% | 100.00% |
19.11.2024 | 0.43% | 2.49 CHF | 2.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 124'519 CHF | 125'055 CHF | 100.00% | 100.00% |
18.11.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 188'308 CHF | 189'058 CHF | 100.00% | 100.00% |
15.11.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 120'817 CHF | 121'317 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 2.52 CHF | 2.53 CHF | 50'000 | 50'000 | 48'165 | 48'165 | 116'815 CHF | 117'367 CHF | 99.27% | 99.27% |
13.11.2024 | 0.45% | 2.53 CHF | 2.54 CHF | 75'000 | 75'000 | 74'130 | 74'130 | 187'015 CHF | 187'845 CHF | 99.40% | 99.40% |
12.11.2024 | 0.46% | 2.42 CHF | 2.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 124'118 CHF | 124'685 CHF | 100.00% | 100.00% |
11.11.2024 | 0.43% | 2.58 CHF | 2.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 129'491 CHF | 130'045 CHF | 100.00% | 100.00% |
08.11.2024 | 0.45% | 2.57 CHF | 2.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 128'374 CHF | 128'947 CHF | 100.00% | 100.00% |
07.11.2024 | 0.45% | 2.61 CHF | 2.63 CHF | 50'000 | 50'000 | 48'045 | 48'045 | 126'617 CHF | 127'150 CHF | 97.66% | 97.66% |