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 | 0.51% | 2.10 CHF | 2.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'013 CHF | 104'547 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'083 CHF | 103'583 CHF | 100.00% | 100.00% |
18.11.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'083 CHF | 103'583 CHF | 100.00% | 100.00% |
15.11.2024 | 0.50% | 2.08 CHF | 2.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'113 CHF | 104'637 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 2.03 CHF | 2.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'287 CHF | 104'787 CHF | 99.52% | 99.52% |
13.11.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 50'000 | 50'000 | 49'763 | 49'704 | 108'389 CHF | 108'764 CHF | 99.32% | 99.32% |
12.11.2024 | 0.53% | 2.19 CHF | 2.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'701 CHF | 108'269 CHF | 100.00% | 100.00% |
11.11.2024 | 0.49% | 2.12 CHF | 2.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'783 CHF | 105'301 CHF | 100.00% | 100.00% |
08.11.2024 | 0.55% | 2.10 CHF | 2.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'855 CHF | 104'423 CHF | 100.00% | 100.00% |
07.11.2024 | 0.52% | 2.06 CHF | 2.07 CHF | 50'000 | 50'000 | 48'956 | 48'695 | 99'326 CHF | 99'291 CHF | 98.51% | 98.51% |