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% | 2.09 CHF | 2.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'595 CHF | 103'095 CHF | 99.50% | 99.50% |
19.11.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'787 CHF | 101'287 CHF | 96.94% | 96.94% |
18.11.2024 | 0.51% | 2.03 CHF | 2.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 97'344 CHF | 97'844 CHF | 99.33% | 99.33% |
15.11.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'786 CHF | 97'286 CHF | 99.38% | 99.38% |
14.11.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 96'798 CHF | 97'298 CHF | 99.29% | 99.29% |
13.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 50'000 | 50'000 | 44'674 | 44'674 | 85'518 CHF | 85'965 CHF | 99.22% | 99.22% |
12.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'094 CHF | 48'344 CHF | 99.02% | 99.02% |
11.11.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'134 CHF | 48'384 CHF | 99.37% | 99.37% |
08.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'251 CHF | 48'501 CHF | 99.42% | 99.42% |
07.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'232 CHF | 48'482 CHF | 99.34% | 99.34% |