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 | 0.46% | 2.16 CHF | 2.17 CHF | 50'000 | 50'000 | 49'505 | 49'505 | 108'308 CHF | 108'804 CHF | 98.55% | 98.55% |
19.11.2024 | 0.49% | 2.11 CHF | 2.12 CHF | 50'000 | 50'000 | 49'437 | 49'437 | 102'347 CHF | 102'842 CHF | 97.69% | 97.69% |
18.11.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 50'000 | 50'000 | 49'996 | 49'996 | 117'409 CHF | 117'909 CHF | 99.88% | 99.88% |
15.11.2024 | 0.40% | 2.38 CHF | 2.39 CHF | 40'000 | 40'000 | 39'945 | 39'945 | 99'073 CHF | 99'472 CHF | 98.81% | 98.81% |
14.11.2024 | 0.41% | 2.59 CHF | 2.60 CHF | 40'000 | 40'000 | 39'948 | 39'948 | 98'607 CHF | 99'007 CHF | 98.28% | 98.28% |
13.11.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 50'000 | 50'000 | 48'174 | 48'174 | 114'511 CHF | 114'993 CHF | 99.18% | 99.18% |
12.11.2024 | 0.42% | 2.29 CHF | 2.30 CHF | 50'000 | 50'000 | 47'717 | 47'717 | 114'103 CHF | 114'581 CHF | 99.50% | 99.50% |
11.11.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 50'000 | 50'000 | 49'855 | 49'855 | 117'618 CHF | 118'117 CHF | 99.83% | 99.83% |
08.11.2024 | 0.45% | 2.28 CHF | 2.29 CHF | 50'000 | 50'000 | 49'689 | 49'689 | 112'805 CHF | 113'305 CHF | 98.32% | 98.32% |
07.11.2024 | 0.42% | 2.31 CHF | 2.32 CHF | 50'000 | 50'000 | 49'636 | 49'636 | 118'149 CHF | 118'645 CHF | 99.77% | 99.77% |