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 | 0.33% | 2.95 CHF | 2.96 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 74'744 CHF | 74'994 CHF | 99.36% | 99.36% |
19.11.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 72'475 CHF | 72'725 CHF | 99.27% | 99.27% |
18.11.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 76'460 CHF | 76'710 CHF | 99.30% | 99.30% |
15.11.2024 | 0.33% | 3.10 CHF | 3.11 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 76'598 CHF | 76'848 CHF | 99.34% | 99.34% |
14.11.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 75'285 CHF | 75'535 CHF | 99.38% | 99.38% |
13.11.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 72'677 CHF | 72'927 CHF | 99.36% | 99.36% |
12.11.2024 | 0.40% | 2.36 CHF | 2.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 62'446 CHF | 62'696 CHF | 99.05% | 99.05% |
11.11.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 62'518 CHF | 62'768 CHF | 99.23% | 99.23% |
08.11.2024 | 0.43% | 2.39 CHF | 2.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 58'631 CHF | 58'881 CHF | 99.38% | 99.38% |
07.11.2024 | 0.44% | 2.33 CHF | 2.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'151 CHF | 57'401 CHF | 99.27% | 99.27% |