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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.48% | 2.03 CHF | 2.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'413 CHF | 104'913 CHF | 99.39% | 99.39% |
20.11.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 107'717 CHF | 108'217 CHF | 99.38% | 99.38% |
19.11.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'131 CHF | 55'381 CHF | 99.27% | 99.27% |
18.11.2024 | 0.45% | 2.15 CHF | 2.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'752 CHF | 56'002 CHF | 99.30% | 99.30% |
15.11.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'088 CHF | 57'338 CHF | 99.39% | 99.39% |
14.11.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'066 CHF | 57'316 CHF | 99.35% | 99.35% |
13.11.2024 | 0.43% | 2.38 CHF | 2.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 58'650 CHF | 58'900 CHF | 99.39% | 99.39% |
12.11.2024 | 0.45% | 2.30 CHF | 2.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'028 CHF | 55'278 CHF | 99.10% | 99.10% |
11.11.2024 | 0.47% | 2.07 CHF | 2.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'725 CHF | 52'975 CHF | 99.29% | 99.29% |
08.11.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'890 CHF | 54'140 CHF | 99.38% | 99.38% |