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 | 0.61% | 2.50 CHF | 2.51 CHF | 60'000 | 60'000 | 26'744 | 26'744 | 67'247 CHF | 67'594 CHF | 99.89% | 99.89% |
19.11.2024 | 0.60% | 2.49 CHF | 2.50 CHF | 60'000 | 60'000 | 26'755 | 26'755 | 68'044 CHF | 68'391 CHF | 99.91% | 99.91% |
18.11.2024 | 0.60% | 2.57 CHF | 2.58 CHF | 58'000 | 58'000 | 26'249 | 26'249 | 67'669 CHF | 68'011 CHF | 99.89% | 99.89% |
15.11.2024 | 0.62% | 2.53 CHF | 2.54 CHF | 58'000 | 58'000 | 26'498 | 26'498 | 66'501 CHF | 66'845 CHF | 100.00% | 100.00% |
14.11.2024 | 0.60% | 2.50 CHF | 2.51 CHF | 60'000 | 60'000 | 26'651 | 26'651 | 67'579 CHF | 67'925 CHF | 100.00% | 100.00% |
13.11.2024 | 0.61% | 2.51 CHF | 2.52 CHF | 60'000 | 60'000 | 26'759 | 26'759 | 67'148 CHF | 67'495 CHF | 100.00% | 100.00% |
12.11.2024 | 0.59% | 2.53 CHF | 2.54 CHF | 60'000 | 60'000 | 26'571 | 26'571 | 68'844 CHF | 69'190 CHF | 99.91% | 99.91% |
11.11.2024 | 0.59% | 2.62 CHF | 2.63 CHF | 58'000 | 58'000 | 26'309 | 26'309 | 69'681 CHF | 70'024 CHF | 99.89% | 99.89% |
08.11.2024 | 0.58% | 2.65 CHF | 2.66 CHF | 58'000 | 58'000 | 26'447 | 26'447 | 70'497 CHF | 70'840 CHF | 98.97% | 98.97% |
07.11.2024 | 0.57% | 2.69 CHF | 2.70 CHF | 58'000 | 58'000 | 26'311 | 26'311 | 71'495 CHF | 71'838 CHF | 99.90% | 99.90% |