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 | 0.41% | 2.39 CHF | 2.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 60'820 CHF | 61'070 CHF | 99.36% | 99.36% |
19.11.2024 | 0.43% | 2.39 CHF | 2.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 58'562 CHF | 58'812 CHF | 99.26% | 99.26% |
18.11.2024 | 0.40% | 2.43 CHF | 2.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 62'508 CHF | 62'758 CHF | 99.23% | 99.23% |
15.11.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 62'628 CHF | 62'878 CHF | 99.37% | 99.37% |
14.11.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 61'340 CHF | 61'590 CHF | 99.35% | 99.35% |
13.11.2024 | 0.42% | 2.43 CHF | 2.44 CHF | 25'000 | 25'000 | 25'156 | 25'156 | 59'160 CHF | 59'411 CHF | 99.36% | 99.36% |
12.11.2024 | 0.51% | 1.80 CHF | 1.81 CHF | 50'000 | 50'000 | 44'958 | 44'958 | 86'972 CHF | 87'421 CHF | 99.06% | 99.06% |
11.11.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 97'342 CHF | 97'842 CHF | 99.29% | 99.29% |
08.11.2024 | 0.56% | 1.84 CHF | 1.85 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'555 CHF | 90'055 CHF | 99.39% | 99.39% |
07.11.2024 | 0.58% | 1.78 CHF | 1.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 86'515 CHF | 87'015 CHF | 99.26% | 99.26% |