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 | 0.38% | 2.41 CHF | 2.42 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 649'864 CHF | 652'364 CHF | 100.00% | 100.00% |
19.11.2024 | 0.43% | 2.43 CHF | 2.44 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 586'270 CHF | 588'770 CHF | 99.99% | 99.99% |
18.11.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 680'831 CHF | 683'331 CHF | 99.95% | 99.95% |
15.11.2024 | 0.35% | 2.77 CHF | 2.78 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 711'101 CHF | 713'601 CHF | 100.00% | 100.00% |
14.11.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 712'506 CHF | 715'006 CHF | 100.00% | 100.00% |
13.11.2024 | 0.41% | 2.35 CHF | 2.36 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 606'643 CHF | 609'143 CHF | 100.00% | 100.00% |
12.11.2024 | 0.35% | 2.47 CHF | 2.48 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 718'831 CHF | 721'331 CHF | 99.98% | 99.98% |
11.11.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 829'276 CHF | 831'776 CHF | 100.00% | 100.00% |
08.11.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 714'006 CHF | 716'506 CHF | 90.07% | 90.07% |
07.11.2024 | 0.33% | 3.17 CHF | 3.18 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 760'526 CHF | 763'026 CHF | 96.33% | 96.33% |