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 | 0.49% | 1.99 CHF | 2.00 CHF | 130'000 | 130'000 | 121'130 | 121'130 | 245'947 CHF | 247'158 CHF | 100.00% | 100.00% |
19.11.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 255'283 CHF | 256'583 CHF | 99.83% | 99.83% |
18.11.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 130'000 | 130'000 | 128'133 | 128'133 | 255'588 CHF | 256'869 CHF | 100.00% | 100.00% |
15.11.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 120'000 | 120'000 | 122'595 | 122'595 | 248'508 CHF | 249'734 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 130'000 | 130'000 | 129'005 | 129'005 | 258'624 CHF | 259'914 CHF | 100.00% | 100.00% |
13.11.2024 | 0.50% | 2.04 CHF | 2.05 CHF | 120'000 | 120'000 | 126'492 | 126'492 | 252'339 CHF | 253'604 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 2.00 CHF | 2.01 CHF | 130'000 | 130'000 | 122'198 | 122'198 | 247'129 CHF | 248'351 CHF | 99.86% | 99.86% |
11.11.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 250'708 CHF | 251'908 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 244'853 CHF | 246'053 CHF | 98.88% | 98.88% |
07.11.2024 | 0.49% | 2.00 CHF | 2.01 CHF | 130'000 | 130'000 | 123'476 | 123'476 | 249'629 CHF | 250'863 CHF | 100.00% | 100.00% |