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 | 0.43% | 2.48 CHF | 2.49 CHF | 200'000 | 200'000 | 56'829 | 56'829 | 140'657 CHF | 141'230 CHF | 95.33% | 97.33% |
19.11.2024 | 0.47% | 2.27 CHF | 2.28 CHF | 200'000 | 200'000 | 71'627 | 71'627 | 158'593 CHF | 159'311 CHF | 97.83% | 97.83% |
18.11.2024 | 0.51% | 2.17 CHF | 2.18 CHF | 210'000 | 210'000 | 70'381 | 70'381 | 143'186 CHF | 143'891 CHF | 96.62% | 96.62% |
15.11.2024 | 0.49% | 1.98 CHF | 1.99 CHF | 220'000 | 220'000 | 72'331 | 72'331 | 148'057 CHF | 148'782 CHF | 98.03% | 98.03% |
14.11.2024 | 0.48% | 2.15 CHF | 2.16 CHF | 210'000 | 210'000 | 70'073 | 70'073 | 149'738 CHF | 150'442 CHF | 97.82% | 97.82% |
13.11.2024 | 0.51% | 2.07 CHF | 2.08 CHF | 210'000 | 210'000 | 72'170 | 72'170 | 146'428 CHF | 147'152 CHF | 98.62% | 98.62% |
12.11.2024 | 0.55% | 1.89 CHF | 1.90 CHF | 220'000 | 220'000 | 73'064 | 73'064 | 137'922 CHF | 138'656 CHF | 97.95% | 97.95% |
11.11.2024 | 0.62% | 1.83 CHF | 1.86 CHF | 22'000 | 22'000 | 67'182 | 67'182 | 120'253 CHF | 120'942 CHF | 99.05% | 99.05% |
08.11.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 230'000 | 230'000 | 74'521 | 74'521 | 129'718 CHF | 130'467 CHF | 98.22% | 98.22% |
07.11.2024 | 0.63% | 1.70 CHF | 1.71 CHF | 230'000 | 230'000 | 75'185 | 75'185 | 123'749 CHF | 124'504 CHF | 98.86% | 98.86% |