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% | 2.04 CHF | 2.05 CHF | 50'000 | 50'000 | 49'978 | 49'978 | 103'626 CHF | 104'125 CHF | 96.63% | 96.63% |
19.11.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 50'000 | 50'000 | 49'990 | 49'990 | 97'729 CHF | 98'229 CHF | 89.31% | 89.31% |
18.11.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 50'000 | 50'000 | 49'975 | 49'975 | 112'029 CHF | 112'528 CHF | 99.68% | 99.68% |
15.11.2024 | 0.40% | 2.37 CHF | 2.38 CHF | 40'000 | 40'000 | 39'884 | 39'884 | 98'785 CHF | 99'184 CHF | 96.88% | 96.88% |
14.11.2024 | 0.41% | 2.59 CHF | 2.60 CHF | 40'000 | 40'000 | 39'946 | 39'946 | 98'355 CHF | 98'754 CHF | 97.19% | 97.19% |
13.11.2024 | 0.42% | 2.35 CHF | 2.36 CHF | 40'000 | 40'000 | 40'543 | 40'543 | 96'054 CHF | 96'459 CHF | 95.08% | 95.08% |
12.11.2024 | 0.42% | 2.28 CHF | 2.29 CHF | 50'000 | 50'000 | 41'164 | 41'164 | 97'939 CHF | 98'350 CHF | 96.26% | 96.26% |
11.11.2024 | 0.44% | 2.39 CHF | 2.40 CHF | 40'000 | 40'000 | 40'512 | 40'512 | 94'878 CHF | 95'285 CHF | 97.19% | 97.19% |
08.11.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 50'000 | 50'000 | 47'347 | 47'347 | 106'108 CHF | 106'583 CHF | 94.40% | 94.40% |
07.11.2024 | 0.43% | 2.28 CHF | 2.29 CHF | 50'000 | 50'000 | 40'154 | 40'154 | 94'476 CHF | 94'877 CHF | 94.31% | 94.31% |