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 | 0.36% | 2.76 CHF | 2.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 138'463 CHF | 138'963 CHF | 99.39% | 99.39% |
19.11.2024 | 0.37% | 2.79 CHF | 2.80 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 95'701 CHF | 96'051 CHF | 99.26% | 99.26% |
18.11.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 97'457 CHF | 97'807 CHF | 99.30% | 99.30% |
15.11.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 101'841 CHF | 102'191 CHF | 99.38% | 99.38% |
14.11.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 100'501 CHF | 100'851 CHF | 99.38% | 99.38% |
13.11.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 100'399 CHF | 100'749 CHF | 99.39% | 99.39% |
12.11.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 102'111 CHF | 102'461 CHF | 99.08% | 99.08% |
11.11.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 106'251 CHF | 106'601 CHF | 99.28% | 99.28% |
08.11.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 104'574 CHF | 104'924 CHF | 99.39% | 99.39% |
07.11.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 99'970 CHF | 100'320 CHF | 99.26% | 99.26% |