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 | 0.41% | 2.40 CHF | 2.41 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 36'281 CHF | 36'431 CHF | 99.98% | 99.98% |
19.11.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 34'743 CHF | 34'893 CHF | 99.88% | 99.88% |
18.11.2024 | 0.43% | 2.37 CHF | 2.38 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 35'209 CHF | 35'359 CHF | 99.93% | 99.93% |
15.11.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 36'016 CHF | 36'166 CHF | 100.00% | 100.00% |
14.11.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 35'697 CHF | 35'847 CHF | 99.66% | 99.66% |
13.11.2024 | 0.42% | 2.31 CHF | 2.32 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 35'375 CHF | 35'525 CHF | 99.95% | 99.95% |
12.11.2024 | 0.41% | 2.33 CHF | 2.34 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 36'111 CHF | 36'261 CHF | 99.84% | 99.84% |
11.11.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 37'502 CHF | 37'652 CHF | 99.81% | 99.81% |
08.11.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 37'255 CHF | 37'405 CHF | 99.86% | 99.86% |
07.11.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 36'565 CHF | 36'715 CHF | 99.90% | 99.90% |