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 | 0.49% | 2.37 CHF | 2.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'355 CHF | 118'942 CHF | 100.00% | 100.00% |
19.11.2024 | 0.52% | 2.36 CHF | 2.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 116'686 CHF | 117'297 CHF | 100.00% | 100.00% |
18.11.2024 | 0.48% | 2.25 CHF | 2.26 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'716 CHF | 112'252 CHF | 100.00% | 100.00% |
15.11.2024 | 0.54% | 2.20 CHF | 2.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'133 CHF | 111'738 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 2.36 CHF | 2.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 116'361 CHF | 116'916 CHF | 99.52% | 99.52% |
13.11.2024 | 0.53% | 2.29 CHF | 2.31 CHF | 50'000 | 50'000 | 49'763 | 49'703 | 114'867 CHF | 115'335 CHF | 99.32% | 99.32% |
12.11.2024 | 0.48% | 2.43 CHF | 2.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 123'548 CHF | 124'146 CHF | 100.00% | 100.00% |
11.11.2024 | 0.46% | 2.55 CHF | 2.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 128'363 CHF | 128'959 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 2.45 CHF | 2.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 123'440 CHF | 124'045 CHF | 100.00% | 100.00% |
07.11.2024 | 0.49% | 2.46 CHF | 2.47 CHF | 50'000 | 50'000 | 48'703 | 48'703 | 121'528 CHF | 122'113 CHF | 99.13% | 99.13% |