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 | 0.35% | 2.76 CHF | 2.77 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 71'436 CHF | 71'686 CHF | 99.96% | 99.96% |
19.11.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 69'416 CHF | 69'666 CHF | 99.80% | 99.80% |
18.11.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 73'772 CHF | 74'022 CHF | 99.91% | 99.91% |
15.11.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 75'519 CHF | 75'769 CHF | 100.00% | 100.00% |
14.11.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'012 CHF | 70'262 CHF | 99.56% | 99.56% |
13.11.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'966 CHF | 68'216 CHF | 99.95% | 99.95% |
12.11.2024 | 0.34% | 2.73 CHF | 2.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 74'267 CHF | 74'517 CHF | 99.77% | 99.77% |
11.11.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 78'152 CHF | 78'402 CHF | 99.81% | 99.81% |
08.11.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 72'966 CHF | 73'216 CHF | 99.84% | 99.84% |
07.11.2024 | 0.37% | 2.80 CHF | 2.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 68'413 CHF | 68'663 CHF | 99.91% | 99.91% |