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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 561'754 CHF | 188'001 CHF | 99.19% | 99.19% |
20.11.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 613'078 CHF | 205'109 CHF | 99.32% | 99.32% |
19.11.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 580'108 CHF | 194'119 CHF | 96.71% | 96.71% |
18.11.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 658'539 CHF | 220'263 CHF | 97.54% | 97.54% |
15.11.2024 | 0.32% | 2.96 CHF | 2.97 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 696'163 CHF | 232'804 CHF | 96.56% | 96.56% |
14.11.2024 | 0.32% | 3.23 CHF | 3.24 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 692'299 CHF | 231'516 CHF | 99.35% | 99.35% |
13.11.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 667'251 CHF | 223'167 CHF | 99.34% | 99.34% |
12.11.2024 | 0.33% | 2.86 CHF | 2.87 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 671'240 CHF | 224'497 CHF | 99.35% | 99.35% |
11.11.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 661'460 CHF | 221'237 CHF | 99.33% | 99.33% |
08.11.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 635'665 CHF | 212'638 CHF | 99.33% | 99.33% |