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 | 0.34% | 2.86 CHF | 2.87 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 58'260 CHF | 58'460 CHF | 99.97% | 99.97% |
19.11.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 58'367 CHF | 58'567 CHF | 99.78% | 99.78% |
18.11.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 57'637 CHF | 57'837 CHF | 99.91% | 99.91% |
15.11.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 56'647 CHF | 56'847 CHF | 100.00% | 100.00% |
14.11.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 56'970 CHF | 57'170 CHF | 99.66% | 99.66% |
13.11.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 56'627 CHF | 56'827 CHF | 99.94% | 99.94% |
12.11.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 58'769 CHF | 58'969 CHF | 99.84% | 99.84% |
11.11.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 60'821 CHF | 61'021 CHF | 99.76% | 99.76% |
08.11.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 60'935 CHF | 61'135 CHF | 99.88% | 99.88% |
07.11.2024 | 0.32% | 3.05 CHF | 3.06 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 61'635 CHF | 61'835 CHF | 99.89% | 99.89% |