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 | 0.68% | 2.25 CHF | 2.26 CHF | 60'000 | 60'000 | 26'743 | 26'743 | 60'624 CHF | 60'971 CHF | 99.90% | 99.90% |
19.11.2024 | 0.67% | 2.24 CHF | 2.25 CHF | 60'000 | 60'000 | 26'756 | 26'756 | 61'455 CHF | 61'802 CHF | 99.83% | 99.83% |
18.11.2024 | 0.67% | 2.32 CHF | 2.33 CHF | 58'000 | 58'000 | 26'248 | 26'248 | 61'191 CHF | 61'533 CHF | 99.90% | 99.90% |
15.11.2024 | 0.69% | 2.28 CHF | 2.29 CHF | 58'000 | 58'000 | 26'503 | 26'503 | 59'960 CHF | 60'304 CHF | 100.00% | 100.00% |
14.11.2024 | 0.67% | 2.25 CHF | 2.26 CHF | 60'000 | 60'000 | 26'651 | 26'651 | 61'006 CHF | 61'352 CHF | 100.00% | 100.00% |
13.11.2024 | 0.68% | 2.26 CHF | 2.27 CHF | 60'000 | 60'000 | 26'758 | 26'758 | 60'562 CHF | 60'909 CHF | 100.00% | 100.00% |
12.11.2024 | 0.65% | 2.29 CHF | 2.30 CHF | 60'000 | 60'000 | 26'577 | 26'577 | 62'369 CHF | 62'714 CHF | 99.86% | 99.86% |
11.11.2024 | 0.65% | 2.37 CHF | 2.38 CHF | 58'000 | 58'000 | 26'311 | 26'311 | 63'261 CHF | 63'603 CHF | 99.90% | 99.90% |
08.11.2024 | 0.64% | 2.41 CHF | 2.42 CHF | 58'000 | 58'000 | 26'457 | 26'457 | 64'089 CHF | 64'432 CHF | 98.88% | 98.88% |
07.11.2024 | 0.62% | 2.44 CHF | 2.45 CHF | 58'000 | 58'000 | 26'311 | 26'311 | 65'066 CHF | 65'408 CHF | 99.90% | 99.90% |