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 | 0.47% | 2.22 CHF | 2.23 CHF | 50'000 | 50'000 | 49'738 | 49'738 | 105'432 CHF | 105'929 CHF | 99.15% | 99.15% |
20.11.2024 | 0.50% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 99'813 CHF | 100'313 CHF | 99.50% | 99.50% |
19.11.2024 | 0.47% | 2.09 CHF | 2.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'208 CHF | 105'708 CHF | 98.33% | 98.33% |
18.11.2024 | 0.50% | 2.08 CHF | 2.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 100'747 CHF | 101'247 CHF | 99.26% | 99.26% |
15.11.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'845 CHF | 102'345 CHF | 99.35% | 99.35% |
14.11.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 103'379 CHF | 103'879 CHF | 99.45% | 99.45% |
13.11.2024 | 0.52% | 1.98 CHF | 1.99 CHF | 50'000 | 50'000 | 45'624 | 45'624 | 87'275 CHF | 87'731 CHF | 94.45% | 94.45% |
12.11.2024 | 0.48% | 1.96 CHF | 1.97 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'704 CHF | 51'954 CHF | 98.17% | 98.17% |
11.11.2024 | 0.51% | 2.12 CHF | 2.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'637 CHF | 48'887 CHF | 98.32% | 98.32% |
08.11.2024 | 0.56% | 1.86 CHF | 1.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 44'487 CHF | 44'737 CHF | 99.43% | 99.43% |