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 | 0.44% | 2.22 CHF | 2.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 113'941 CHF | 114'441 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 2.13 CHF | 2.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'577 CHF | 105'077 CHF | 99.91% | 99.91% |
18.11.2024 | 0.45% | 2.28 CHF | 2.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'165 CHF | 110'665 CHF | 99.90% | 99.90% |
15.11.2024 | 0.44% | 2.20 CHF | 2.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 113'859 CHF | 114'359 CHF | 100.00% | 100.00% |
14.11.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 119'968 CHF | 120'468 CHF | 99.99% | 99.99% |
13.11.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 117'462 CHF | 117'962 CHF | 100.00% | 100.00% |
12.11.2024 | 0.36% | 2.48 CHF | 2.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 140'242 CHF | 140'742 CHF | 99.71% | 99.71% |
11.11.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 146'475 CHF | 146'975 CHF | 99.91% | 99.91% |
08.11.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 134'222 CHF | 134'722 CHF | 100.00% | 100.00% |
07.11.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 142'220 CHF | 142'720 CHF | 99.90% | 99.90% |