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 | 0.40% | 2.49 CHF | 2.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 62'917 CHF | 63'167 CHF | 99.97% | 99.97% |
19.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 63'535 CHF | 63'785 CHF | 99.71% | 99.71% |
18.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 63'550 CHF | 63'800 CHF | 99.95% | 99.95% |
15.11.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 62'933 CHF | 63'183 CHF | 100.00% | 100.00% |
14.11.2024 | 0.40% | 2.59 CHF | 2.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 62'876 CHF | 63'126 CHF | 99.34% | 99.34% |
13.11.2024 | 0.42% | 2.43 CHF | 2.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 59'987 CHF | 60'237 CHF | 99.96% | 99.96% |
12.11.2024 | 0.41% | 2.39 CHF | 2.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 60'741 CHF | 60'991 CHF | 99.81% | 99.81% |
11.11.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 62'588 CHF | 62'838 CHF | 99.79% | 99.79% |
08.11.2024 | 0.39% | 2.50 CHF | 2.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 63'250 CHF | 63'500 CHF | 99.80% | 99.80% |
07.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 64'795 CHF | 65'045 CHF | 99.90% | 99.90% |