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 | 0.35% | 2.77 CHF | 2.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 143'073 CHF | 143'573 CHF | 98.53% | 98.53% |
19.11.2024 | 0.37% | 2.77 CHF | 2.78 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 135'393 CHF | 135'893 CHF | 94.51% | 94.51% |
18.11.2024 | 0.34% | 2.88 CHF | 2.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 148'597 CHF | 149'097 CHF | 34.55% | 94.32% |
15.11.2024 | 0.36% | 3.03 CHF | 2.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 137'290 CHF | 137'790 CHF | 77.72% | 95.93% |
14.11.2024 | 0.36% | 2.58 CHF | 2.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 139'035 CHF | 139'535 CHF | 94.26% | 94.26% |
13.11.2024 | 0.37% | 2.89 CHF | 2.77 CHF | 50'000 | 50'000 | 42'587 | 42'587 | 114'189 CHF | 114'615 CHF | 71.43% | 98.88% |
12.11.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 64'562 CHF | 64'812 CHF | 93.27% | 93.27% |
11.11.2024 | 0.37% | 2.79 CHF | 2.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'608 CHF | 66'858 CHF | 87.78% | 97.99% |
08.11.2024 | 0.44% | 2.42 CHF | 2.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 56'603 CHF | 56'853 CHF | 99.22% | 99.22% |
07.11.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'872 CHF | 55'122 CHF | 97.74% | 97.74% |