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 | 0.37% | 2.75 CHF | 2.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 136'010 CHF | 136'510 CHF | 99.39% | 99.39% |
19.11.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 131'407 CHF | 131'907 CHF | 99.30% | 99.30% |
18.11.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 128'248 CHF | 128'748 CHF | 99.31% | 99.31% |
15.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 127'821 CHF | 128'321 CHF | 99.38% | 99.38% |
14.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 129'079 CHF | 129'579 CHF | 99.36% | 99.36% |
13.11.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 128'899 CHF | 129'399 CHF | 99.36% | 99.36% |
12.11.2024 | 0.40% | 2.55 CHF | 2.56 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 124'547 CHF | 125'047 CHF | 99.09% | 99.09% |
11.11.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 125'344 CHF | 125'844 CHF | 99.27% | 99.27% |
08.11.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 125'360 CHF | 125'860 CHF | 99.39% | 99.39% |
07.11.2024 | 0.40% | 2.44 CHF | 2.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 124'013 CHF | 124'513 CHF | 99.26% | 99.26% |