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 | 0.41% | 2.41 CHF | 2.42 CHF | 50'000 | 50'000 | 49'945 | 49'945 | 121'976 CHF | 122'475 CHF | 95.93% | 95.93% |
19.11.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 50'000 | 50'000 | 49'987 | 49'987 | 116'085 CHF | 116'585 CHF | 88.17% | 88.17% |
18.11.2024 | 0.38% | 2.58 CHF | 2.59 CHF | 50'000 | 50'000 | 49'967 | 49'967 | 130'442 CHF | 130'942 CHF | 99.55% | 99.55% |
15.11.2024 | 0.35% | 2.75 CHF | 2.76 CHF | 40'000 | 40'000 | 39'962 | 39'962 | 113'972 CHF | 114'372 CHF | 95.58% | 95.58% |
14.11.2024 | 0.35% | 2.96 CHF | 2.97 CHF | 40'000 | 40'000 | 39'960 | 39'960 | 113'369 CHF | 113'768 CHF | 96.84% | 96.84% |
13.11.2024 | 0.36% | 2.72 CHF | 2.73 CHF | 40'000 | 40'000 | 40'492 | 40'492 | 111'123 CHF | 111'528 CHF | 94.18% | 94.18% |
12.11.2024 | 0.36% | 2.65 CHF | 2.66 CHF | 50'000 | 50'000 | 41'225 | 41'225 | 113'492 CHF | 113'904 CHF | 96.18% | 96.18% |
11.11.2024 | 0.37% | 2.77 CHF | 2.78 CHF | 40'000 | 40'000 | 41'522 | 41'522 | 112'817 CHF | 113'232 CHF | 97.02% | 97.02% |
08.11.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 50'000 | 50'000 | 47'527 | 47'527 | 124'302 CHF | 124'778 CHF | 93.44% | 93.44% |
07.11.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 50'000 | 50'000 | 40'324 | 40'324 | 110'055 CHF | 110'458 CHF | 93.30% | 93.30% |