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 | 0.82% | 0.96 CHF | 0.97 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 621'009 CHF | 626'009 CHF | 100.00% | 100.00% |
19.11.2024 | 1.08% | 1.07 CHF | 1.08 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 463'894 CHF | 468'894 CHF | 100.00% | 100.00% |
18.11.2024 | 1.06% | 1.15 CHF | 1.16 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 474'189 CHF | 479'189 CHF | 98.92% | 98.92% |
15.11.2024 | 0.78% | 0.92 CHF | 0.93 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 651'668 CHF | 656'668 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 1.85 CHF | 1.86 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 965'752 CHF | 970'752 CHF | 100.00% | 100.00% |
13.11.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 964'426 CHF | 969'426 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 1.98 CHF | 1.99 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'018'910 CHF | 1'023'910 CHF | 100.00% | 100.00% |