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 | 0.41% | 2.51 CHF | 2.52 CHF | 300'000 | 300'000 | 133'718 | 133'718 | 335'653 CHF | 336'993 CHF | 99.90% | 99.90% |
19.11.2024 | 0.42% | 2.47 CHF | 2.48 CHF | 300'000 | 300'000 | 126'888 | 126'888 | 309'722 CHF | 310'994 CHF | 99.91% | 99.91% |
18.11.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 300'000 | 300'000 | 133'495 | 133'495 | 333'335 CHF | 334'671 CHF | 98.23% | 98.23% |
15.11.2024 | 0.41% | 2.54 CHF | 2.55 CHF | 300'000 | 300'000 | 125'217 | 125'217 | 312'026 CHF | 313'281 CHF | 99.71% | 99.71% |
14.11.2024 | 0.44% | 2.33 CHF | 2.34 CHF | 260'000 | 260'000 | 119'737 | 119'737 | 280'457 CHF | 281'656 CHF | 100.00% | 100.00% |
13.11.2024 | 0.45% | 2.29 CHF | 2.30 CHF | 260'000 | 260'000 | 116'299 | 116'299 | 264'649 CHF | 265'814 CHF | 100.00% | 100.00% |
12.11.2024 | 0.45% | 2.28 CHF | 2.29 CHF | 260'000 | 260'000 | 116'080 | 116'080 | 263'409 CHF | 264'572 CHF | 99.89% | 99.89% |
11.11.2024 | 0.48% | 2.23 CHF | 2.24 CHF | 260'000 | 260'000 | 110'683 | 110'683 | 237'801 CHF | 238'910 CHF | 99.90% | 99.90% |
08.11.2024 | 0.52% | 2.06 CHF | 2.07 CHF | 240'000 | 240'000 | 102'191 | 102'191 | 200'924 CHF | 201'948 CHF | 98.96% | 98.96% |
07.11.2024 | 0.66% | 1.87 CHF | 1.88 CHF | 220'000 | 220'000 | 80'018 | 80'018 | 144'951 CHF | 145'785 CHF | 97.01% | 97.01% |