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% | 2.58 CHF | 2.59 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 738'114 CHF | 741'114 CHF | 97.89% | 97.89% |
19.11.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 777'494 CHF | 780'494 CHF | 99.99% | 99.99% |
18.11.2024 | 0.41% | 2.37 CHF | 2.38 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 725'172 CHF | 728'172 CHF | 98.77% | 98.77% |
15.11.2024 | 0.43% | 2.41 CHF | 2.42 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 691'582 CHF | 694'582 CHF | 100.00% | 100.00% |
14.11.2024 | 0.46% | 2.04 CHF | 2.05 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 651'914 CHF | 654'914 CHF | 98.22% | 98.22% |
13.11.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 684'859 CHF | 687'859 CHF | 99.60% | 99.60% |
12.11.2024 | 0.49% | 2.24 CHF | 2.25 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 614'568 CHF | 617'568 CHF | 100.00% | 100.00% |
11.11.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 534'262 CHF | 537'262 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 595'432 CHF | 598'432 CHF | 84.82% | 84.82% |
07.11.2024 | 0.58% | 1.76 CHF | 1.77 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 517'815 CHF | 520'815 CHF | 100.00% | 100.00% |