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% | 2.32 CHF | 2.33 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 229'034 CHF | 115'017 CHF | 98.56% | 98.56% |
19.11.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 219'837 CHF | 110'418 CHF | 97.18% | 97.18% |
18.11.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 213'374 CHF | 107'187 CHF | 95.60% | 95.60% |
15.11.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 212'491 CHF | 106'745 CHF | 95.85% | 95.85% |
14.11.2024 | 0.46% | 2.13 CHF | 2.14 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 214'990 CHF | 107'995 CHF | 98.70% | 98.70% |
13.11.2024 | 0.47% | 2.17 CHF | 2.18 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 214'519 CHF | 107'760 CHF | 95.50% | 95.50% |
12.11.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 205'896 CHF | 103'448 CHF | 96.54% | 96.54% |
11.11.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 207'434 CHF | 104'217 CHF | 97.96% | 97.96% |
08.11.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 207'398 CHF | 104'199 CHF | 93.03% | 93.03% |
07.11.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 204'489 CHF | 102'744 CHF | 97.68% | 97.68% |