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 | 0.72% | 2.81 CHF | 2.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 69'337 CHF | 69'837 CHF | 99.05% | 99.05% |
19.11.2024 | 0.72% | 2.69 CHF | 2.71 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 69'062 CHF | 69'562 CHF | 97.62% | 97.62% |
18.11.2024 | 0.65% | 3.05 CHF | 3.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 76'727 CHF | 77'227 CHF | 98.88% | 98.88% |
15.11.2024 | 0.62% | 3.22 CHF | 3.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 80'119 CHF | 80'619 CHF | 99.34% | 99.34% |
14.11.2024 | 0.63% | 3.16 CHF | 3.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 79'648 CHF | 80'148 CHF | 99.29% | 99.29% |
13.11.2024 | 0.66% | 3.05 CHF | 3.07 CHF | 25'000 | 25'000 | 22'419 | 22'419 | 68'112 CHF | 68'560 CHF | 98.66% | 98.66% |
12.11.2024 | 0.67% | 2.99 CHF | 3.01 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 38'711 CHF | 38'971 CHF | 98.83% | 98.83% |
11.11.2024 | 0.68% | 2.99 CHF | 3.01 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 38'113 CHF | 38'373 CHF | 99.09% | 99.09% |
08.11.2024 | 0.72% | 2.84 CHF | 2.86 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 36'142 CHF | 36'402 CHF | 99.28% | 99.28% |
07.11.2024 | 0.68% | 2.85 CHF | 2.87 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 38'091 CHF | 38'351 CHF | 99.08% | 99.08% |