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 | 0.40% | 2.47 CHF | 2.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 249'190 CHF | 250'190 CHF | 100.00% | 100.00% |
19.11.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 246'880 CHF | 247'880 CHF | 99.92% | 99.92% |
18.11.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 265'075 CHF | 266'075 CHF | 99.91% | 99.91% |
15.11.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 280'043 CHF | 281'043 CHF | 100.00% | 100.00% |
14.11.2024 | 0.41% | 2.58 CHF | 2.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 243'239 CHF | 244'239 CHF | 100.00% | 100.00% |
13.11.2024 | 0.48% | 2.13 CHF | 2.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 209'483 CHF | 210'483 CHF | 100.00% | 100.00% |
12.11.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 223'211 CHF | 224'211 CHF | 99.70% | 99.70% |
11.11.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 230'363 CHF | 231'363 CHF | 99.91% | 99.91% |
08.11.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 224'081 CHF | 225'081 CHF | 100.00% | 100.00% |
07.11.2024 | 0.44% | 2.33 CHF | 2.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 227'994 CHF | 228'994 CHF | 99.88% | 99.88% |