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 | 0.48% | 1.99 CHF | 2.00 CHF | 50'000 | 50'000 | 27'911 | 27'911 | 57'608 CHF | 57'887 CHF | 99.96% | 99.96% |
19.11.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 46'856 | 46'856 | 90'858 CHF | 91'326 CHF | 99.84% | 99.84% |
18.11.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 50'000 | 50'000 | 37'035 | 37'034 | 73'423 CHF | 73'793 CHF | 99.91% | 99.91% |
15.11.2024 | 0.49% | 2.00 CHF | 2.01 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 50'774 CHF | 51'024 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'114 CHF | 53'364 CHF | 99.63% | 99.63% |
13.11.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'897 CHF | 52'147 CHF | 99.94% | 99.94% |
12.11.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'399 CHF | 51'649 CHF | 99.75% | 99.75% |
11.11.2024 | 0.46% | 2.09 CHF | 2.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'710 CHF | 53'960 CHF | 99.82% | 99.82% |
08.11.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 50'876 CHF | 51'126 CHF | 99.88% | 99.88% |
07.11.2024 | 0.49% | 2.00 CHF | 2.01 CHF | 25'000 | 25'000 | 25'862 | 25'865 | 52'578 CHF | 52'842 CHF | 99.90% | 99.90% |