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 | 0.45% | 2.19 CHF | 2.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'329 CHF | 55'579 CHF | 99.38% | 99.38% |
19.11.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 56'733 CHF | 56'983 CHF | 99.29% | 99.29% |
18.11.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 58'612 CHF | 58'862 CHF | 99.31% | 99.31% |
15.11.2024 | 0.43% | 2.43 CHF | 2.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 58'402 CHF | 58'652 CHF | 99.38% | 99.38% |
14.11.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 58'029 CHF | 58'279 CHF | 99.38% | 99.38% |
13.11.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 58'669 CHF | 58'919 CHF | 99.39% | 99.39% |
12.11.2024 | 0.41% | 2.38 CHF | 2.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 60'603 CHF | 60'853 CHF | 99.10% | 99.10% |
11.11.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 61'604 CHF | 61'854 CHF | 99.31% | 99.31% |
08.11.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 63'864 CHF | 64'114 CHF | 99.38% | 99.38% |
07.11.2024 | 0.38% | 2.54 CHF | 2.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'115 CHF | 65'365 CHF | 99.28% | 99.28% |