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% | 2.35 CHF | 2.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 116'309 CHF | 116'849 CHF | 100.00% | 100.00% |
19.11.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'392 CHF | 115'892 CHF | 100.00% | 100.00% |
18.11.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'372 CHF | 115'872 CHF | 100.00% | 100.00% |
15.11.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 116'497 CHF | 116'997 CHF | 100.00% | 100.00% |
14.11.2024 | 0.43% | 2.28 CHF | 2.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 116'559 CHF | 117'059 CHF | 99.52% | 99.52% |
13.11.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 50'000 | 50'000 | 49'763 | 49'704 | 120'647 CHF | 121'006 CHF | 99.32% | 99.32% |
12.11.2024 | 0.42% | 2.43 CHF | 2.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 120'070 CHF | 120'570 CHF | 100.00% | 100.00% |
11.11.2024 | 0.46% | 2.37 CHF | 2.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 117'105 CHF | 117'647 CHF | 100.00% | 100.00% |
08.11.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 116'238 CHF | 116'738 CHF | 100.00% | 100.00% |
07.11.2024 | 0.47% | 2.30 CHF | 2.31 CHF | 50'000 | 50'000 | 48'956 | 48'695 | 111'397 CHF | 111'301 CHF | 98.51% | 98.51% |