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 | 0.40% | 2.50 CHF | 2.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 125'421 CHF | 125'921 CHF | 99.38% | 99.38% |
19.11.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 86'587 CHF | 86'937 CHF | 99.25% | 99.25% |
18.11.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 88'313 CHF | 88'663 CHF | 99.30% | 99.30% |
15.11.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 92'695 CHF | 93'045 CHF | 99.38% | 99.38% |
14.11.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 91'355 CHF | 91'705 CHF | 99.37% | 99.37% |
13.11.2024 | 0.38% | 2.56 CHF | 2.57 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 91'255 CHF | 91'605 CHF | 99.36% | 99.36% |
12.11.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 92'973 CHF | 93'323 CHF | 99.06% | 99.06% |
11.11.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 97'098 CHF | 97'448 CHF | 99.29% | 99.29% |
08.11.2024 | 0.37% | 2.77 CHF | 2.78 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 95'415 CHF | 95'765 CHF | 99.39% | 99.39% |
07.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 90'760 CHF | 91'110 CHF | 99.27% | 99.27% |