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 | 0.44% | 2.48 CHF | 2.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 123'692 CHF | 124'236 CHF | 100.00% | 100.00% |
19.11.2024 | 0.44% | 2.47 CHF | 2.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 122'070 CHF | 122'606 CHF | 100.00% | 100.00% |
18.11.2024 | 0.55% | 2.36 CHF | 2.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 116'980 CHF | 117'619 CHF | 100.00% | 100.00% |
15.11.2024 | 0.49% | 2.31 CHF | 2.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 116'468 CHF | 117'038 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 2.46 CHF | 2.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 121'622 CHF | 122'239 CHF | 99.52% | 99.52% |
13.11.2024 | 0.51% | 2.40 CHF | 2.41 CHF | 50'000 | 50'000 | 49'763 | 49'703 | 120'126 CHF | 120'591 CHF | 99.32% | 99.32% |
12.11.2024 | 0.49% | 2.54 CHF | 2.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 128'889 CHF | 129'517 CHF | 100.00% | 100.00% |
11.11.2024 | 0.45% | 2.66 CHF | 2.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 133'725 CHF | 134'333 CHF | 100.00% | 100.00% |
08.11.2024 | 0.45% | 2.56 CHF | 2.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 128'830 CHF | 129'416 CHF | 100.00% | 100.00% |
07.11.2024 | 0.47% | 2.57 CHF | 2.58 CHF | 50'000 | 50'000 | 48'703 | 48'703 | 126'701 CHF | 127'279 CHF | 99.13% | 99.13% |