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 | 0.59% | 2.62 CHF | 2.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'975 CHF | 67'369 CHF | 100.00% | 100.00% |
19.11.2024 | 0.62% | 2.65 CHF | 2.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'632 CHF | 66'040 CHF | 100.00% | 100.00% |
18.11.2024 | 0.58% | 2.70 CHF | 2.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 68'524 CHF | 68'919 CHF | 93.88% | 93.88% |
15.11.2024 | 0.57% | 2.81 CHF | 2.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 69'752 CHF | 70'153 CHF | 100.00% | 100.00% |
14.11.2024 | 0.62% | 2.63 CHF | 2.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'136 CHF | 66'544 CHF | 99.22% | 99.22% |
13.11.2024 | 0.61% | 2.59 CHF | 2.61 CHF | 25'000 | 25'000 | 24'942 | 24'942 | 64'633 CHF | 65'029 CHF | 99.36% | 99.36% |
12.11.2024 | 0.62% | 2.60 CHF | 2.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 68'862 CHF | 69'287 CHF | 100.00% | 100.00% |
11.11.2024 | 0.56% | 2.87 CHF | 2.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 71'410 CHF | 71'812 CHF | 100.00% | 100.00% |
08.11.2024 | 0.97% | 2.75 CHF | 2.77 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 33'949 CHF | 34'279 CHF | 86.95% | 86.95% |
07.11.2024 | 0.65% | 2.64 CHF | 2.66 CHF | 25'000 | 25'000 | 25'317 | 24'739 | 65'826 CHF | 64'827 CHF | 98.73% | 98.73% |