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 | 0.37% | 2.61 CHF | 2.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'760 CHF | 67'010 CHF | 99.39% | 99.39% |
19.11.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'415 CHF | 66'665 CHF | 99.30% | 99.30% |
18.11.2024 | 0.36% | 2.72 CHF | 2.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 68'807 CHF | 69'057 CHF | 99.28% | 99.28% |
15.11.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 68'680 CHF | 68'930 CHF | 99.39% | 99.39% |
14.11.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'471 CHF | 67'721 CHF | 99.35% | 99.35% |
13.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'683 CHF | 65'933 CHF | 99.38% | 99.38% |
12.11.2024 | 0.38% | 2.58 CHF | 2.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 64'972 CHF | 65'222 CHF | 99.07% | 99.07% |
11.11.2024 | 0.37% | 2.64 CHF | 2.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'158 CHF | 67'408 CHF | 99.26% | 99.26% |
08.11.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'265 CHF | 65'515 CHF | 99.38% | 99.38% |
07.11.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'828 CHF | 66'078 CHF | 99.26% | 99.26% |