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 | 40'000 | 40'000 | 40'000 | 40'000 | 98'644 CHF | 99'044 CHF | 99.96% | 99.96% |
19.11.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 99'700 CHF | 100'100 CHF | 99.82% | 99.82% |
18.11.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 99'635 CHF | 100'035 CHF | 99.95% | 99.95% |
15.11.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 98'562 CHF | 98'962 CHF | 99.98% | 99.98% |
14.11.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 98'054 CHF | 98'454 CHF | 99.67% | 99.67% |
13.11.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 100'213 CHF | 100'613 CHF | 99.94% | 99.94% |
12.11.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 98'478 CHF | 98'878 CHF | 99.83% | 99.83% |
11.11.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 95'657 CHF | 96'057 CHF | 99.88% | 99.88% |
08.11.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 96'480 CHF | 96'880 CHF | 99.88% | 99.88% |
07.11.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 93'984 CHF | 94'384 CHF | 99.89% | 99.89% |