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 | 0.42% | 2.32 CHF | 2.33 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 59'649 CHF | 59'899 CHF | 99.95% | 99.95% |
19.11.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 59'328 CHF | 59'578 CHF | 99.75% | 99.75% |
18.11.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 62'252 CHF | 62'502 CHF | 99.89% | 99.89% |
15.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 63'789 CHF | 64'039 CHF | 100.00% | 100.00% |
14.11.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 63'974 CHF | 64'224 CHF | 99.61% | 99.61% |
13.11.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 62'293 CHF | 62'543 CHF | 99.96% | 99.96% |
12.11.2024 | 0.38% | 2.55 CHF | 2.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'502 CHF | 66'752 CHF | 99.76% | 99.76% |
11.11.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 69'482 CHF | 69'732 CHF | 99.82% | 99.82% |
08.11.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'246 CHF | 66'496 CHF | 99.87% | 99.87% |
07.11.2024 | 0.38% | 2.71 CHF | 2.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 64'955 CHF | 65'205 CHF | 99.88% | 99.88% |