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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.11.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 473'202 CHF | 475'202 CHF | 100.00% | 100.00% |
28.11.2024 | 0.42% | 2.35 CHF | 2.36 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 471'782 CHF | 473'782 CHF | 100.00% | 100.00% |
27.11.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 476'956 CHF | 478'956 CHF | 99.46% | 99.46% |
26.11.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 479'055 CHF | 481'055 CHF | 100.00% | 100.00% |
25.11.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 475'044 CHF | 477'044 CHF | 100.00% | 100.00% |
22.11.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 474'462 CHF | 476'462 CHF | 100.00% | 100.00% |
20.11.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 468'632 CHF | 470'644 CHF | 100.00% | 100.00% |
19.11.2024 | 0.56% | 2.35 CHF | 2.37 CHF | 200'000 | 200'000 | 195'491 | 195'491 | 456'617 CHF | 459'150 CHF | 100.00% | 100.00% |
18.11.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 447'266 CHF | 449'266 CHF | 100.00% | 100.00% |
15.11.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 448'929 CHF | 450'929 CHF | 100.00% | 100.00% |