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 | 0.36% | 2.63 CHF | 2.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 68'950 CHF | 69'200 CHF | 99.97% | 99.97% |
19.11.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'300 CHF | 67'550 CHF | 99.80% | 99.80% |
18.11.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 68'495 CHF | 68'745 CHF | 99.90% | 99.90% |
15.11.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 71'801 CHF | 72'051 CHF | 100.00% | 100.00% |
14.11.2024 | 0.35% | 2.94 CHF | 2.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 72'124 CHF | 72'374 CHF | 99.62% | 99.62% |
13.11.2024 | 0.36% | 2.87 CHF | 2.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 69'316 CHF | 69'566 CHF | 99.95% | 99.95% |
12.11.2024 | 0.34% | 2.74 CHF | 2.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 72'667 CHF | 72'917 CHF | 99.80% | 99.80% |
11.11.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 75'399 CHF | 75'649 CHF | 99.77% | 99.77% |
08.11.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 72'617 CHF | 72'867 CHF | 99.85% | 99.85% |
07.11.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 72'519 CHF | 72'769 CHF | 99.88% | 99.88% |