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 | 0.58% | 2.02 CHF | 2.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'855 CHF | 101'442 CHF | 100.00% | 100.00% |
19.11.2024 | 0.61% | 2.01 CHF | 2.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 99'186 CHF | 99'797 CHF | 100.00% | 100.00% |
18.11.2024 | 0.57% | 1.90 CHF | 1.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'216 CHF | 94'752 CHF | 100.00% | 100.00% |
15.11.2024 | 0.64% | 1.85 CHF | 1.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 93'633 CHF | 94'238 CHF | 100.00% | 100.00% |
14.11.2024 | 0.58% | 2.01 CHF | 2.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 98'861 CHF | 99'440 CHF | 99.52% | 99.52% |
13.11.2024 | 0.62% | 1.94 CHF | 1.96 CHF | 50'000 | 50'000 | 49'763 | 49'703 | 97'450 CHF | 97'939 CHF | 99.32% | 99.32% |
12.11.2024 | 0.49% | 2.09 CHF | 2.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'123 CHF | 106'646 CHF | 100.00% | 100.00% |
11.11.2024 | 0.55% | 2.21 CHF | 2.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'920 CHF | 111'532 CHF | 100.00% | 100.00% |
08.11.2024 | 0.56% | 2.10 CHF | 2.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'018 CHF | 106'614 CHF | 100.00% | 100.00% |
07.11.2024 | 0.58% | 2.11 CHF | 2.12 CHF | 50'000 | 50'000 | 48'962 | 48'703 | 105'082 CHF | 105'097 CHF | 99.13% | 99.13% |