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 | 0.44% | 2.19 CHF | 2.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 114'022 CHF | 114'522 CHF | 99.48% | 99.48% |
19.11.2024 | 0.47% | 2.19 CHF | 2.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'849 CHF | 107'349 CHF | 94.55% | 94.55% |
18.11.2024 | 0.39% | 2.31 CHF | 2.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 127'204 CHF | 127'704 CHF | 94.29% | 94.29% |
15.11.2024 | 0.46% | 2.42 CHF | 2.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'606 CHF | 110'106 CHF | 95.80% | 95.80% |
14.11.2024 | 0.46% | 2.00 CHF | 2.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'275 CHF | 109'775 CHF | 98.43% | 98.43% |
13.11.2024 | 0.47% | 2.29 CHF | 2.30 CHF | 50'000 | 50'000 | 44'134 | 44'134 | 94'068 CHF | 94'509 CHF | 90.22% | 90.22% |
12.11.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 50'314 CHF | 50'564 CHF | 99.11% | 99.11% |
11.11.2024 | 0.48% | 2.19 CHF | 2.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'099 CHF | 52'349 CHF | 98.08% | 98.08% |
08.11.2024 | 0.59% | 1.84 CHF | 1.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 42'498 CHF | 42'748 CHF | 99.20% | 99.20% |
07.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'959 CHF | 41'209 CHF | 99.22% | 99.22% |