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 | 0.24% | 0.81 CHF | 0.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'782 CHF | 20'832 CHF | 100.00% | 100.00% |
19.11.2024 | 0.24% | 0.83 CHF | 0.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'130 CHF | 21'180 CHF | 100.00% | 100.00% |
18.11.2024 | 0.24% | 0.88 CHF | 0.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'901 CHF | 20'951 CHF | 99.77% | 99.77% |
15.11.2024 | 0.24% | 0.84 CHF | 0.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'693 CHF | 20'743 CHF | 100.00% | 100.00% |
14.11.2024 | 0.26% | 0.80 CHF | 0.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'167 CHF | 39'267 CHF | 95.91% | 95.91% |
13.11.2024 | 0.29% | 0.70 CHF | 0.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 34'351 CHF | 34'451 CHF | 97.71% | 97.71% |
12.11.2024 | 0.27% | 0.68 CHF | 0.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'746 CHF | 18'796 CHF | 98.70% | 98.70% |
11.11.2024 | 0.24% | 0.79 CHF | 0.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'550 CHF | 20'600 CHF | 95.92% | 95.92% |
08.11.2024 | 0.24% | 0.81 CHF | 0.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'229 CHF | 21'279 CHF | 84.64% | 84.64% |
07.11.2024 | 0.22% | 0.91 CHF | 0.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'705 CHF | 22'755 CHF | 100.00% | 100.00% |