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 | 0.34% | 2.78 CHF | 2.79 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 743'167 CHF | 745'667 CHF | 100.00% | 100.00% |
19.11.2024 | 0.37% | 2.80 CHF | 2.81 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 679'651 CHF | 682'151 CHF | 99.94% | 99.94% |
18.11.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 774'290 CHF | 776'790 CHF | 99.95% | 99.95% |
15.11.2024 | 0.31% | 3.15 CHF | 3.16 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 804'762 CHF | 807'262 CHF | 100.00% | 100.00% |
14.11.2024 | 0.31% | 3.28 CHF | 3.29 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 806'109 CHF | 808'609 CHF | 100.00% | 100.00% |
13.11.2024 | 0.36% | 2.73 CHF | 2.74 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 700'634 CHF | 703'134 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 2.84 CHF | 2.85 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 812'307 CHF | 814'807 CHF | 99.98% | 99.98% |
11.11.2024 | 0.27% | 3.67 CHF | 3.68 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 922'727 CHF | 925'227 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 807'835 CHF | 810'335 CHF | 90.07% | 90.07% |
07.11.2024 | 0.29% | 3.55 CHF | 3.56 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 854'854 CHF | 857'354 CHF | 96.32% | 96.32% |