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 | 0.44% | 2.28 CHF | 2.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 56'382 CHF | 56'632 CHF | 99.97% | 99.97% |
19.11.2024 | 0.46% | 2.22 CHF | 2.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'304 CHF | 54'554 CHF | 99.82% | 99.82% |
18.11.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 56'042 CHF | 56'292 CHF | 99.93% | 99.93% |
15.11.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'134 CHF | 57'384 CHF | 100.00% | 100.00% |
14.11.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 56'469 CHF | 56'719 CHF | 99.60% | 99.60% |
13.11.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'288 CHF | 53'538 CHF | 99.96% | 99.96% |
12.11.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'642 CHF | 54'892 CHF | 99.77% | 99.77% |
11.11.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'001 CHF | 55'251 CHF | 99.81% | 99.81% |
08.11.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'389 CHF | 53'639 CHF | 99.88% | 99.88% |
07.11.2024 | 0.46% | 2.13 CHF | 2.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'290 CHF | 54'540 CHF | 99.87% | 99.87% |