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 | 0.35% | 2.83 CHF | 2.84 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 28'496 CHF | 28'596 CHF | 99.73% | 99.73% |
19.11.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 28'255 CHF | 28'355 CHF | 99.91% | 99.91% |
18.11.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 28'413 CHF | 28'513 CHF | 100.00% | 100.00% |
15.11.2024 | 0.34% | 2.88 CHF | 2.89 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 28'963 CHF | 29'063 CHF | 100.00% | 100.00% |
14.11.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 29'335 CHF | 29'435 CHF | 100.00% | 100.00% |
13.11.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 29'023 CHF | 29'123 CHF | 99.95% | 99.95% |
12.11.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 29'596 CHF | 29'696 CHF | 100.00% | 100.00% |
11.11.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 30'094 CHF | 30'194 CHF | 99.71% | 99.71% |
08.11.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 29'960 CHF | 30'060 CHF | 100.00% | 100.00% |
07.11.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 30'195 CHF | 30'295 CHF | 99.70% | 99.70% |