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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.55% | 2.84 CHF | 2.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'113 CHF | 70'496 CHF | 100.00% | 100.00% |
20.11.2024 | 0.58% | 2.69 CHF | 2.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'643 CHF | 67'033 CHF | 100.00% | 100.00% |
19.11.2024 | 0.62% | 2.62 CHF | 2.64 CHF | 25'000 | 25'000 | 23'356 | 23'353 | 63'685 CHF | 64'060 CHF | 94.92% | 94.92% |
18.11.2024 | 0.57% | 2.91 CHF | 2.93 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 72'264 CHF | 72'674 CHF | 100.00% | 100.00% |
15.11.2024 | 0.56% | 2.90 CHF | 2.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 72'802 CHF | 73'213 CHF | 100.00% | 100.00% |
14.11.2024 | 0.55% | 2.99 CHF | 3.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 74'084 CHF | 74'494 CHF | 99.44% | 99.44% |
13.11.2024 | 0.56% | 2.95 CHF | 2.96 CHF | 25'000 | 25'000 | 24'964 | 24'964 | 72'552 CHF | 72'955 CHF | 98.88% | 98.88% |
12.11.2024 | 0.52% | 3.03 CHF | 3.05 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 76'848 CHF | 77'250 CHF | 100.00% | 100.00% |
11.11.2024 | 0.53% | 3.12 CHF | 3.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 79'273 CHF | 79'692 CHF | 100.00% | 100.00% |
08.11.2024 | 0.52% | 3.10 CHF | 3.11 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 76'845 CHF | 77'249 CHF | 100.00% | 100.00% |