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 | 0.46% | 2.15 CHF | 2.16 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 163'876 CHF | 164'626 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'269 CHF | 105'769 CHF | 100.00% | 100.00% |
18.11.2024 | 0.53% | 2.13 CHF | 2.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 159'349 CHF | 160'194 CHF | 100.00% | 100.00% |
15.11.2024 | 0.56% | 2.08 CHF | 2.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'543 CHF | 102'108 CHF | 100.00% | 100.00% |
14.11.2024 | 0.58% | 2.14 CHF | 2.15 CHF | 50'000 | 50'000 | 48'165 | 48'165 | 98'271 CHF | 98'821 CHF | 99.27% | 99.27% |
13.11.2024 | 0.48% | 2.14 CHF | 2.15 CHF | 75'000 | 75'000 | 74'191 | 74'130 | 158'608 CHF | 159'226 CHF | 99.40% | 99.40% |
12.11.2024 | 0.55% | 2.04 CHF | 2.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'810 CHF | 105'389 CHF | 100.00% | 100.00% |
11.11.2024 | 0.50% | 2.19 CHF | 2.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 110'243 CHF | 110'795 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 2.19 CHF | 2.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'152 CHF | 109'682 CHF | 100.00% | 100.00% |
07.11.2024 | 0.54% | 2.23 CHF | 2.24 CHF | 50'000 | 50'000 | 48'045 | 48'045 | 108'106 CHF | 108'655 CHF | 97.66% | 97.66% |