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 | 1.20% | 2.49 CHF | 2.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 124'058 CHF | 125'558 CHF | 99.98% | 99.98% |
19.11.2024 | 1.18% | 2.52 CHF | 2.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 126'908 CHF | 128'408 CHF | 99.85% | 99.85% |
18.11.2024 | 1.18% | 2.51 CHF | 2.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 126'466 CHF | 127'966 CHF | 99.91% | 99.91% |
15.11.2024 | 1.20% | 2.54 CHF | 2.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 124'201 CHF | 125'701 CHF | 100.00% | 100.00% |
14.11.2024 | 1.23% | 2.43 CHF | 2.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 121'342 CHF | 122'842 CHF | 99.65% | 99.65% |
13.11.2024 | 1.25% | 2.42 CHF | 2.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 119'659 CHF | 121'159 CHF | 99.96% | 99.96% |
12.11.2024 | 1.26% | 2.38 CHF | 2.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 118'630 CHF | 120'130 CHF | 99.84% | 99.84% |
11.11.2024 | 1.30% | 2.31 CHF | 2.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'053 CHF | 116'553 CHF | 99.83% | 99.83% |
08.11.2024 | 1.29% | 2.34 CHF | 2.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'579 CHF | 117'079 CHF | 99.87% | 99.87% |
07.11.2024 | 1.33% | 2.28 CHF | 2.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 112'293 CHF | 113'793 CHF | 99.90% | 99.90% |