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 | 0.50% | 1.98 CHF | 1.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 200'906 CHF | 201'906 CHF | 99.49% | 99.49% |
19.11.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 193'743 CHF | 194'743 CHF | 99.32% | 99.32% |
18.11.2024 | 0.49% | 1.98 CHF | 1.99 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 254'110 CHF | 255'360 CHF | 99.28% | 99.28% |
15.11.2024 | 0.48% | 2.03 CHF | 2.04 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 258'821 CHF | 260'071 CHF | 99.49% | 99.49% |
14.11.2024 | 0.44% | 2.18 CHF | 2.19 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 286'926 CHF | 288'176 CHF | 99.36% | 99.36% |
13.11.2024 | 0.43% | 2.38 CHF | 2.39 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 287'685 CHF | 288'935 CHF | 99.18% | 99.18% |
12.11.2024 | 0.44% | 2.36 CHF | 2.37 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 284'159 CHF | 285'409 CHF | 99.17% | 99.17% |
11.11.2024 | 0.49% | 2.28 CHF | 2.29 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 257'487 CHF | 258'737 CHF | 99.40% | 99.40% |
08.11.2024 | 0.57% | 1.85 CHF | 1.86 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 218'297 CHF | 219'547 CHF | 99.49% | 99.49% |
07.11.2024 | 0.59% | 1.76 CHF | 1.77 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 213'006 CHF | 214'256 CHF | 99.30% | 99.30% |