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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.43% | 2.37 CHF | 2.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 58'290 CHF | 58'540 CHF | 99.39% | 99.39% |
20.11.2024 | 0.45% | 2.17 CHF | 2.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'113 CHF | 55'363 CHF | 99.39% | 99.39% |
19.11.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'617 CHF | 55'867 CHF | 99.30% | 99.30% |
18.11.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'810 CHF | 55'060 CHF | 99.30% | 99.30% |
15.11.2024 | 0.44% | 2.20 CHF | 2.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 56'472 CHF | 56'722 CHF | 99.39% | 99.39% |
14.11.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 56'423 CHF | 56'673 CHF | 99.36% | 99.36% |
13.11.2024 | 0.43% | 2.28 CHF | 2.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'735 CHF | 57'985 CHF | 99.39% | 99.39% |
12.11.2024 | 0.42% | 2.30 CHF | 2.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 58'725 CHF | 58'975 CHF | 99.09% | 99.09% |
11.11.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 60'628 CHF | 60'878 CHF | 99.31% | 99.31% |
08.11.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 59'561 CHF | 59'811 CHF | 99.39% | 99.39% |