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 | 0.43% | 2.29 CHF | 2.30 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 23'045 CHF | 23'145 CHF | 99.73% | 99.73% |
19.11.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 22'810 CHF | 22'910 CHF | 99.91% | 99.91% |
18.11.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 22'970 CHF | 23'070 CHF | 100.00% | 100.00% |
15.11.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 23'520 CHF | 23'620 CHF | 100.00% | 100.00% |
14.11.2024 | 0.42% | 2.43 CHF | 2.44 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 23'888 CHF | 23'988 CHF | 100.00% | 100.00% |
13.11.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 23'584 CHF | 23'684 CHF | 99.95% | 99.95% |
12.11.2024 | 0.41% | 2.39 CHF | 2.40 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 24'148 CHF | 24'248 CHF | 100.00% | 100.00% |
11.11.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 24'644 CHF | 24'744 CHF | 99.71% | 99.71% |
08.11.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 24'517 CHF | 24'617 CHF | 100.00% | 100.00% |
07.11.2024 | 0.40% | 2.43 CHF | 2.44 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 24'756 CHF | 24'856 CHF | 99.70% | 99.70% |