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 | 0.48% | 2.12 CHF | 2.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'977 CHF | 104'477 CHF | 100.00% | 100.00% |
19.11.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 113'274 CHF | 113'774 CHF | 99.90% | 99.90% |
18.11.2024 | 0.46% | 2.09 CHF | 2.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 108'510 CHF | 109'010 CHF | 99.91% | 99.91% |
15.11.2024 | 0.47% | 2.18 CHF | 2.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'651 CHF | 106'151 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 99'388 CHF | 99'888 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 2.09 CHF | 2.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'081 CHF | 102'581 CHF | 100.00% | 100.00% |
12.11.2024 | 0.63% | 1.90 CHF | 1.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'247 CHF | 79'747 CHF | 99.71% | 99.71% |
11.11.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 73'456 CHF | 73'956 CHF | 99.90% | 99.90% |
08.11.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'500 CHF | 87'000 CHF | 100.00% | 100.00% |
07.11.2024 | 0.63% | 1.52 CHF | 1.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 79'499 CHF | 79'999 CHF | 99.90% | 99.90% |