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 | 0.43% | 2.28 CHF | 2.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 58'334 CHF | 58'584 CHF | 99.97% | 99.97% |
19.11.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'690 CHF | 57'940 CHF | 99.90% | 99.90% |
18.11.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 58'168 CHF | 58'418 CHF | 99.88% | 99.88% |
15.11.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 59'551 CHF | 59'801 CHF | 100.00% | 100.00% |
14.11.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 59'667 CHF | 59'917 CHF | 99.66% | 99.66% |
13.11.2024 | 0.43% | 2.38 CHF | 2.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 58'542 CHF | 58'792 CHF | 99.94% | 99.94% |
12.11.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 59'888 CHF | 60'138 CHF | 99.83% | 99.83% |
11.11.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 61'020 CHF | 61'270 CHF | 99.77% | 99.77% |
08.11.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 59'880 CHF | 60'130 CHF | 99.87% | 99.87% |
07.11.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 59'840 CHF | 60'090 CHF | 99.91% | 99.91% |