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 | 0.43% | 2.34 CHF | 2.35 CHF | 380'000 | 380'000 | 172'361 | 172'361 | 406'595 CHF | 408'322 CHF | 100.00% | 100.00% |
20.11.2024 | 0.66% | 2.33 CHF | 2.34 CHF | 390'000 | 390'000 | 173'985 | 173'985 | 405'409 CHF | 407'668 CHF | 99.89% | 99.89% |
19.11.2024 | 0.69% | 2.33 CHF | 2.34 CHF | 390'000 | 390'000 | 160'708 | 160'708 | 376'820 CHF | 378'953 CHF | 100.00% | 100.00% |
18.11.2024 | 0.47% | 2.37 CHF | 2.38 CHF | 400'000 | 400'000 | 179'137 | 179'137 | 427'626 CHF | 429'518 CHF | 99.89% | 99.89% |
15.11.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 410'000 | 410'000 | 182'376 | 182'376 | 439'005 CHF | 440'832 CHF | 99.90% | 99.90% |
14.11.2024 | 0.61% | 2.39 CHF | 2.40 CHF | 400'000 | 400'000 | 137'671 | 137'671 | 328'732 CHF | 330'299 CHF | 100.00% | 100.00% |
13.11.2024 | 0.66% | 2.36 CHF | 2.37 CHF | 400'000 | 400'000 | 175'642 | 175'642 | 411'140 CHF | 413'415 CHF | 100.00% | 100.00% |
12.11.2024 | 0.67% | 2.33 CHF | 2.34 CHF | 390'000 | 390'000 | 171'626 | 171'626 | 396'361 CHF | 398'581 CHF | 99.85% | 99.85% |
11.11.2024 | 0.68% | 2.29 CHF | 2.30 CHF | 380'000 | 380'000 | 167'353 | 167'353 | 379'968 CHF | 382'136 CHF | 99.57% | 99.57% |
08.11.2024 | 0.69% | 2.26 CHF | 2.27 CHF | 380'000 | 380'000 | 170'120 | 170'120 | 383'976 CHF | 386'177 CHF | 99.19% | 99.19% |