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% | 2.58 CHF | 2.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 193'692 CHF | 194'442 CHF | 100.00% | 100.00% |
19.11.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 187'471 CHF | 188'221 CHF | 100.00% | 100.00% |
18.11.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 194'914 CHF | 195'664 CHF | 100.00% | 100.00% |
15.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 198'983 CHF | 199'733 CHF | 100.00% | 100.00% |
14.11.2024 | 0.38% | 2.69 CHF | 2.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 196'994 CHF | 197'744 CHF | 99.27% | 99.27% |
13.11.2024 | 0.40% | 2.57 CHF | 2.58 CHF | 75'000 | 75'000 | 74'193 | 74'132 | 186'749 CHF | 187'344 CHF | 99.40% | 99.40% |
12.11.2024 | 0.37% | 2.65 CHF | 2.66 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 203'225 CHF | 203'975 CHF | 100.00% | 100.00% |
11.11.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 206'090 CHF | 206'840 CHF | 100.00% | 100.00% |
08.11.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 199'780 CHF | 200'531 CHF | 100.00% | 100.00% |
07.11.2024 | 0.39% | 2.71 CHF | 2.72 CHF | 75'000 | 75'000 | 72'407 | 72'407 | 195'813 CHF | 196'548 CHF | 99.23% | 99.23% |