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 | 0.46% | 2.16 CHF | 2.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 108'374 CHF | 108'874 CHF | 99.39% | 99.39% |
19.11.2024 | 0.47% | 2.19 CHF | 2.20 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 74'675 CHF | 75'025 CHF | 99.25% | 99.25% |
18.11.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 76'365 CHF | 76'715 CHF | 99.30% | 99.30% |
15.11.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 80'727 CHF | 81'077 CHF | 99.39% | 99.39% |
14.11.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 79'406 CHF | 79'756 CHF | 99.37% | 99.37% |
13.11.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 79'302 CHF | 79'652 CHF | 99.36% | 99.36% |
12.11.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 81'027 CHF | 81'377 CHF | 99.08% | 99.08% |
11.11.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 85'142 CHF | 85'492 CHF | 99.27% | 99.27% |
08.11.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 83'441 CHF | 83'791 CHF | 99.39% | 99.39% |
07.11.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 78'765 CHF | 79'115 CHF | 99.27% | 99.27% |