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% | 2.66 CHF | 2.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'702 CHF | 67'952 CHF | 100.00% | 100.00% |
19.11.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'431 CHF | 67'681 CHF | 99.87% | 99.87% |
18.11.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 68'759 CHF | 69'009 CHF | 99.92% | 99.92% |
15.11.2024 | 0.35% | 2.79 CHF | 2.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'462 CHF | 70'712 CHF | 100.00% | 100.00% |
14.11.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'505 CHF | 70'755 CHF | 100.00% | 100.00% |
13.11.2024 | 0.35% | 2.78 CHF | 2.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'869 CHF | 71'119 CHF | 100.00% | 100.00% |
12.11.2024 | 0.35% | 2.76 CHF | 2.77 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 71'313 CHF | 71'563 CHF | 99.71% | 99.71% |
11.11.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 72'905 CHF | 73'155 CHF | 99.91% | 99.91% |
08.11.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 72'152 CHF | 72'402 CHF | 100.00% | 100.00% |
07.11.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 72'848 CHF | 73'098 CHF | 99.91% | 99.91% |