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% | 2.08 CHF | 2.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'708 CHF | 106'208 CHF | 99.97% | 99.97% |
19.11.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'251 CHF | 104'751 CHF | 99.83% | 99.83% |
18.11.2024 | 0.46% | 2.13 CHF | 2.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'357 CHF | 107'857 CHF | 99.91% | 99.91% |
15.11.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 108'657 CHF | 109'157 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'819 CHF | 105'319 CHF | 99.66% | 99.66% |
13.11.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'365 CHF | 103'865 CHF | 99.96% | 99.96% |
12.11.2024 | 0.46% | 2.07 CHF | 2.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'682 CHF | 108'182 CHF | 99.82% | 99.82% |
11.11.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'332 CHF | 110'832 CHF | 99.79% | 99.79% |
08.11.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'789 CHF | 107'289 CHF | 99.88% | 99.88% |
07.11.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'687 CHF | 104'187 CHF | 99.89% | 99.89% |