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 | 0.35% | 2.87 CHF | 2.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 850'349 CHF | 284'450 CHF | 99.37% | 99.37% |
19.11.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 844'678 CHF | 282'559 CHF | 96.93% | 96.93% |
18.11.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 819'682 CHF | 274'227 CHF | 95.42% | 95.42% |
15.11.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 819'190 CHF | 274'063 CHF | 99.38% | 99.38% |
14.11.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 841'774 CHF | 281'591 CHF | 99.37% | 99.37% |
13.11.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 828'511 CHF | 277'170 CHF | 92.15% | 92.15% |
12.11.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 813'759 CHF | 272'253 CHF | 96.89% | 96.89% |
11.11.2024 | 0.36% | 2.71 CHF | 2.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 822'053 CHF | 275'018 CHF | 97.56% | 97.56% |
08.11.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 799'410 CHF | 267'470 CHF | 93.16% | 93.16% |
07.11.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 791'166 CHF | 264'722 CHF | 98.68% | 98.68% |