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 | 0.46% | 2.17 CHF | 2.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'633 CHF | 108'133 CHF | 100.00% | 100.00% |
19.11.2024 | 0.52% | 2.12 CHF | 2.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'705 CHF | 107'259 CHF | 100.00% | 100.00% |
18.11.2024 | 0.52% | 2.12 CHF | 2.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'643 CHF | 107'202 CHF | 100.00% | 100.00% |
15.11.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'739 CHF | 108'239 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 2.10 CHF | 2.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'853 CHF | 108'380 CHF | 99.52% | 99.52% |
13.11.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 50'000 | 50'000 | 49'763 | 49'704 | 111'990 CHF | 112'363 CHF | 99.32% | 99.32% |
12.11.2024 | 0.52% | 2.26 CHF | 2.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 111'299 CHF | 111'876 CHF | 100.00% | 100.00% |
11.11.2024 | 0.49% | 2.19 CHF | 2.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 108'379 CHF | 108'912 CHF | 100.00% | 100.00% |
08.11.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'554 CHF | 108'054 CHF | 100.00% | 100.00% |
07.11.2024 | 0.50% | 2.13 CHF | 2.14 CHF | 50'000 | 50'000 | 48'956 | 48'695 | 102'847 CHF | 102'795 CHF | 98.51% | 98.51% |