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 | 0.39% | 2.55 CHF | 2.56 CHF | 160'000 | 160'000 | 159'679 | 159'679 | 412'148 CHF | 413'745 CHF | 99.43% | 99.43% |
19.11.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 164'000 | 164'000 | 162'720 | 162'720 | 411'198 CHF | 412'825 CHF | 99.41% | 99.41% |
18.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 415'447 CHF | 417'040 CHF | 99.88% | 99.88% |
15.11.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 412'961 CHF | 414'554 CHF | 100.00% | 100.00% |
14.11.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 160'000 | 160'000 | 161'294 | 161'294 | 410'210 CHF | 411'823 CHF | 98.60% | 98.60% |
13.11.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 164'000 | 164'000 | 162'909 | 162'909 | 410'290 CHF | 411'919 CHF | 100.00% | 100.00% |
12.11.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 164'000 | 164'000 | 159'820 | 159'820 | 411'661 CHF | 413'259 CHF | 99.89% | 99.89% |
11.11.2024 | 0.39% | 2.62 CHF | 2.63 CHF | 160'000 | 160'000 | 159'795 | 159'795 | 410'332 CHF | 411'930 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 164'000 | 164'000 | 162'819 | 162'819 | 406'633 CHF | 408'261 CHF | 98.51% | 98.51% |
07.11.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 160'000 | 160'000 | 156'113 | 156'113 | 412'617 CHF | 414'178 CHF | 100.00% | 100.00% |