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 | 0.68% | 2.95 CHF | 2.97 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 73'218 CHF | 73'718 CHF | 99.53% | 99.53% |
19.11.2024 | 0.69% | 2.91 CHF | 2.93 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 72'479 CHF | 72'979 CHF | 99.49% | 99.49% |
18.11.2024 | 0.69% | 2.87 CHF | 2.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 72'091 CHF | 72'591 CHF | 99.51% | 99.51% |
15.11.2024 | 0.70% | 2.82 CHF | 2.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 71'049 CHF | 71'549 CHF | 98.94% | 98.94% |
14.11.2024 | 0.68% | 2.89 CHF | 2.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 72'914 CHF | 73'414 CHF | 99.57% | 99.57% |
13.11.2024 | 0.70% | 2.98 CHF | 3.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 71'383 CHF | 71'883 CHF | 97.03% | 97.03% |
12.11.2024 | 0.73% | 2.75 CHF | 2.77 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'811 CHF | 68'311 CHF | 99.56% | 99.56% |
11.11.2024 | 0.74% | 2.70 CHF | 2.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'630 CHF | 68'130 CHF | 99.50% | 99.50% |
08.11.2024 | 0.73% | 2.72 CHF | 2.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'835 CHF | 68'335 CHF | 99.50% | 99.50% |
07.11.2024 | 0.76% | 2.62 CHF | 2.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'709 CHF | 66'209 CHF | 99.06% | 99.06% |