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% | 2.67 CHF | 2.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'773 CHF | 68'023 CHF | 99.36% | 99.36% |
19.11.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'507 CHF | 65'757 CHF | 99.24% | 99.24% |
18.11.2024 | 0.36% | 2.71 CHF | 2.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 69'472 CHF | 69'722 CHF | 99.25% | 99.25% |
15.11.2024 | 0.36% | 2.82 CHF | 2.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 69'598 CHF | 69'848 CHF | 99.37% | 99.37% |
14.11.2024 | 0.37% | 2.76 CHF | 2.77 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 68'300 CHF | 68'550 CHF | 99.38% | 99.38% |
13.11.2024 | 0.38% | 2.71 CHF | 2.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'709 CHF | 65'959 CHF | 99.36% | 99.36% |
12.11.2024 | 0.45% | 2.08 CHF | 2.09 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'506 CHF | 55'756 CHF | 99.03% | 99.03% |
11.11.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'589 CHF | 55'839 CHF | 99.22% | 99.22% |
08.11.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'680 CHF | 51'930 CHF | 99.38% | 99.38% |
07.11.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 25'000 | 25'000 | 32'020 | 32'020 | 63'887 CHF | 64'207 CHF | 99.28% | 99.28% |