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% | 2.67 CHF | 2.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 68'216 CHF | 68'466 CHF | 99.39% | 99.39% |
19.11.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'855 CHF | 68'105 CHF | 99.28% | 99.28% |
18.11.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'259 CHF | 70'509 CHF | 99.30% | 99.30% |
15.11.2024 | 0.36% | 2.84 CHF | 2.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'134 CHF | 70'384 CHF | 99.39% | 99.39% |
14.11.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 68'930 CHF | 69'180 CHF | 99.35% | 99.35% |
13.11.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'128 CHF | 67'378 CHF | 99.39% | 99.39% |
12.11.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'421 CHF | 66'671 CHF | 99.08% | 99.08% |
11.11.2024 | 0.36% | 2.70 CHF | 2.71 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 68'601 CHF | 68'851 CHF | 99.25% | 99.25% |
08.11.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'715 CHF | 66'965 CHF | 99.39% | 99.39% |
07.11.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'288 CHF | 67'538 CHF | 99.29% | 99.29% |