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 | 25'000 | 25'000 | 25'000 | 25'000 | 60'880 CHF | 61'130 CHF | 99.39% | 99.39% |
19.11.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 61'257 CHF | 61'507 CHF | 99.30% | 99.30% |
18.11.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'412 CHF | 66'662 CHF | 99.27% | 99.27% |
15.11.2024 | 0.35% | 2.75 CHF | 2.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'532 CHF | 70'782 CHF | 99.39% | 99.39% |
14.11.2024 | 0.35% | 2.93 CHF | 2.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 71'602 CHF | 71'852 CHF | 99.36% | 99.36% |
13.11.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'151 CHF | 70'401 CHF | 99.38% | 99.38% |
12.11.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 72'147 CHF | 72'397 CHF | 99.08% | 99.08% |
11.11.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 76'343 CHF | 76'593 CHF | 99.30% | 99.30% |
08.11.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 76'074 CHF | 76'324 CHF | 99.39% | 99.39% |
07.11.2024 | 0.32% | 3.06 CHF | 3.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 78'078 CHF | 78'328 CHF | 99.27% | 99.27% |