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 | 0.42% | 2.37 CHF | 2.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'378 CHF | 118'878 CHF | 99.37% | 99.37% |
19.11.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 117'243 CHF | 117'743 CHF | 99.30% | 99.30% |
18.11.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'456 CHF | 112'956 CHF | 99.28% | 99.28% |
15.11.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'946 CHF | 113'446 CHF | 99.39% | 99.39% |
14.11.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'544 CHF | 113'044 CHF | 99.35% | 99.35% |
13.11.2024 | 0.45% | 2.28 CHF | 2.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'895 CHF | 112'395 CHF | 99.39% | 99.39% |
12.11.2024 | 0.47% | 2.19 CHF | 2.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'168 CHF | 107'668 CHF | 99.09% | 99.09% |
11.11.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'815 CHF | 106'315 CHF | 99.28% | 99.28% |
08.11.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'686 CHF | 107'186 CHF | 99.39% | 99.39% |
07.11.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'011 CHF | 105'511 CHF | 99.27% | 99.27% |