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 | 0.37% | 2.67 CHF | 2.68 CHF | 50'000 | 50'000 | 49'720 | 49'720 | 135'266 CHF | 135'763 CHF | 100.00% | 100.00% |
19.11.2024 | 0.35% | 2.76 CHF | 2.77 CHF | 49'000 | 49'000 | 48'480 | 48'480 | 136'652 CHF | 137'137 CHF | 100.00% | 100.00% |
18.11.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 137'523 CHF | 138'003 CHF | 100.00% | 100.00% |
15.11.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 47'000 | 47'000 | 47'069 | 47'069 | 136'782 CHF | 137'252 CHF | 100.00% | 100.00% |
14.11.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 47'000 | 47'000 | 47'680 | 47'680 | 137'367 CHF | 137'843 CHF | 99.33% | 99.33% |
13.11.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 48'000 | 48'000 | 47'569 | 47'569 | 137'400 CHF | 137'876 CHF | 100.00% | 100.00% |
12.11.2024 | 0.34% | 2.88 CHF | 2.89 CHF | 48'000 | 48'000 | 47'160 | 47'160 | 137'464 CHF | 137'936 CHF | 100.00% | 100.00% |
11.11.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 47'000 | 47'000 | 46'999 | 46'999 | 139'294 CHF | 139'764 CHF | 99.93% | 99.93% |
08.11.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 48'000 | 48'000 | 47'760 | 47'760 | 138'085 CHF | 138'562 CHF | 100.00% | 100.00% |
07.11.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 47'000 | 47'000 | 46'998 | 46'998 | 139'038 CHF | 139'508 CHF | 100.00% | 100.00% |