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 | 0.42% | 2.30 CHF | 2.31 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 141'881 CHF | 142'481 CHF | 99.39% | 99.39% |
19.11.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 140'844 CHF | 141'444 CHF | 99.29% | 99.29% |
18.11.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'085 CHF | 66'335 CHF | 99.30% | 99.30% |
15.11.2024 | 0.36% | 2.73 CHF | 2.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 68'597 CHF | 68'847 CHF | 99.38% | 99.38% |
14.11.2024 | 0.35% | 2.77 CHF | 2.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 71'561 CHF | 71'811 CHF | 99.35% | 99.35% |
13.11.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 59'985 CHF | 60'235 CHF | 99.39% | 99.39% |
12.11.2024 | 0.39% | 2.37 CHF | 2.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 63'268 CHF | 63'518 CHF | 99.09% | 99.09% |
11.11.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'624 CHF | 67'874 CHF | 99.30% | 99.30% |
08.11.2024 | 0.38% | 2.58 CHF | 2.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'866 CHF | 66'116 CHF | 99.39% | 99.39% |
07.11.2024 | 0.37% | 2.79 CHF | 2.80 CHF | 25'000 | 25'000 | 24'997 | 24'997 | 67'664 CHF | 67'914 CHF | 99.28% | 99.28% |