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 | 0.50% | 1.93 CHF | 1.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 49'841 CHF | 50'091 CHF | 99.95% | 99.95% |
19.11.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 49'371 CHF | 49'621 CHF | 99.78% | 99.78% |
18.11.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'293 CHF | 52'543 CHF | 99.89% | 99.89% |
15.11.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'873 CHF | 54'123 CHF | 100.00% | 100.00% |
14.11.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'156 CHF | 54'406 CHF | 99.61% | 99.61% |
13.11.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'314 CHF | 52'564 CHF | 99.96% | 99.96% |
12.11.2024 | 0.44% | 2.15 CHF | 2.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 56'526 CHF | 56'776 CHF | 99.75% | 99.75% |
11.11.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 59'482 CHF | 59'732 CHF | 99.84% | 99.84% |
08.11.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 56'293 CHF | 56'543 CHF | 99.88% | 99.88% |
07.11.2024 | 0.45% | 2.31 CHF | 2.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'955 CHF | 55'205 CHF | 99.88% | 99.88% |