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 | 0.35% | 2.91 CHF | 2.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 71'828 CHF | 72'078 CHF | 99.73% | 99.73% |
19.11.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 71'675 CHF | 71'925 CHF | 99.82% | 99.82% |
18.11.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'065 CHF | 70'315 CHF | 100.00% | 100.00% |
15.11.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 68'951 CHF | 69'201 CHF | 100.00% | 100.00% |
14.11.2024 | 0.36% | 2.72 CHF | 2.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 68'783 CHF | 69'033 CHF | 100.00% | 100.00% |
13.11.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 69'774 CHF | 70'024 CHF | 99.93% | 99.93% |
12.11.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 68'667 CHF | 68'917 CHF | 100.00% | 100.00% |
11.11.2024 | 0.37% | 2.63 CHF | 2.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'606 CHF | 66'856 CHF | 99.67% | 99.67% |
08.11.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'883 CHF | 67'133 CHF | 100.00% | 100.00% |
07.11.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 64'333 CHF | 64'583 CHF | 99.68% | 99.68% |