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 | 0.48% | 2.04 CHF | 2.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'192 CHF | 52'442 CHF | 99.97% | 99.97% |
19.11.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 50'597 CHF | 50'847 CHF | 99.82% | 99.82% |
18.11.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'157 CHF | 51'407 CHF | 99.91% | 99.91% |
15.11.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'678 CHF | 51'928 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'892 CHF | 53'142 CHF | 99.66% | 99.66% |
13.11.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'268 CHF | 52'518 CHF | 99.97% | 99.97% |
12.11.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'996 CHF | 52'246 CHF | 99.83% | 99.83% |
11.11.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'163 CHF | 53'413 CHF | 99.82% | 99.82% |
08.11.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'705 CHF | 51'955 CHF | 99.88% | 99.88% |
07.11.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'678 CHF | 51'928 CHF | 99.90% | 99.90% |