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 | 0.47% | 2.13 CHF | 2.14 CHF | 210'000 | 210'000 | 97'526 | 97'526 | 208'968 CHF | 209'945 CHF | 99.90% | 99.90% |
19.11.2024 | 0.62% | 2.10 CHF | 2.11 CHF | 210'000 | 210'000 | 88'456 | 88'456 | 183'097 CHF | 184'133 CHF | 100.00% | 100.00% |
18.11.2024 | 0.49% | 2.13 CHF | 2.14 CHF | 210'000 | 210'000 | 98'011 | 98'011 | 205'133 CHF | 206'115 CHF | 99.90% | 99.90% |
15.11.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 200'000 | 200'000 | 86'116 | 86'116 | 191'985 CHF | 192'850 CHF | 96.86% | 96.86% |
14.11.2024 | 0.72% | 2.32 CHF | 2.35 CHF | 100'000 | 100'000 | 63'329 | 63'329 | 147'041 CHF | 148'208 CHF | 98.76% | 98.76% |
13.11.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 200'000 | 200'000 | 88'136 | 88'136 | 205'207 CHF | 206'093 CHF | 100.00% | 100.00% |
12.11.2024 | 0.44% | 2.36 CHF | 2.37 CHF | 200'000 | 200'000 | 88'318 | 88'318 | 208'730 CHF | 209'616 CHF | 97.80% | 97.80% |
11.11.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 200'000 | 200'000 | 88'490 | 88'490 | 207'530 CHF | 208'418 CHF | 99.50% | 99.50% |
08.11.2024 | 0.44% | 2.35 CHF | 2.36 CHF | 200'000 | 200'000 | 86'568 | 86'568 | 205'007 CHF | 205'879 CHF | 97.12% | 97.12% |
07.11.2024 | 0.46% | 2.37 CHF | 2.38 CHF | 200'000 | 200'000 | 92'054 | 92'054 | 209'693 CHF | 210'618 CHF | 97.83% | 97.83% |