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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.36% | 2.83 CHF | 2.84 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 138'140 CHF | 138'640 CHF | 99.38% | 99.38% |
20.11.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 136'484 CHF | 136'984 CHF | 99.38% | 99.38% |
19.11.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'908 CHF | 67'158 CHF | 99.27% | 99.27% |
18.11.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'720 CHF | 66'970 CHF | 99.29% | 99.29% |
15.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'773 CHF | 66'023 CHF | 99.39% | 99.39% |
14.11.2024 | 0.38% | 2.68 CHF | 2.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'680 CHF | 65'930 CHF | 99.35% | 99.35% |
13.11.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 64'171 CHF | 64'421 CHF | 99.39% | 99.39% |
12.11.2024 | 0.37% | 2.61 CHF | 2.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'741 CHF | 67'991 CHF | 99.09% | 99.09% |
11.11.2024 | 0.36% | 2.85 CHF | 2.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'256 CHF | 70'506 CHF | 99.30% | 99.30% |
08.11.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 69'442 CHF | 69'692 CHF | 99.39% | 99.39% |