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% | 2.52 CHF | 2.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 193'870 CHF | 194'620 CHF | 99.82% | 99.82% |
19.11.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 173'340 CHF | 174'090 CHF | 99.78% | 99.78% |
18.11.2024 | 0.43% | 2.38 CHF | 2.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 175'834 CHF | 176'584 CHF | 100.00% | 100.00% |
15.11.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 180'236 CHF | 180'986 CHF | 100.00% | 100.00% |
14.11.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 184'184 CHF | 184'934 CHF | 100.00% | 100.00% |
13.11.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 188'858 CHF | 189'608 CHF | 99.94% | 99.94% |
12.11.2024 | 0.38% | 2.51 CHF | 2.52 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 197'590 CHF | 198'340 CHF | 100.00% | 100.00% |
11.11.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 206'095 CHF | 206'845 CHF | 99.78% | 99.78% |
08.11.2024 | 0.39% | 2.63 CHF | 2.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 194'396 CHF | 195'146 CHF | 100.00% | 100.00% |
07.11.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 196'649 CHF | 197'399 CHF | 99.68% | 99.68% |