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 | 0.38% | 2.60 CHF | 2.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 131'294 CHF | 131'794 CHF | 100.00% | 100.00% |
19.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 130'285 CHF | 130'785 CHF | 99.91% | 99.91% |
18.11.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 130'036 CHF | 130'536 CHF | 99.91% | 99.91% |
15.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 132'418 CHF | 132'918 CHF | 100.00% | 100.00% |
14.11.2024 | 0.39% | 2.62 CHF | 2.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 128'910 CHF | 129'410 CHF | 100.00% | 100.00% |
13.11.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 127'497 CHF | 127'997 CHF | 100.00% | 100.00% |
12.11.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 128'578 CHF | 129'078 CHF | 99.72% | 99.72% |
11.11.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 131'133 CHF | 131'633 CHF | 99.91% | 99.91% |
08.11.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 128'954 CHF | 129'454 CHF | 100.00% | 100.00% |
07.11.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 127'019 CHF | 127'519 CHF | 99.91% | 99.91% |