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 | 0.46% | 2.12 CHF | 2.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'893 CHF | 54'143 CHF | 99.37% | 99.37% |
19.11.2024 | 0.48% | 2.12 CHF | 2.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'653 CHF | 51'903 CHF | 99.24% | 99.24% |
18.11.2024 | 0.45% | 2.15 CHF | 2.16 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'577 CHF | 55'827 CHF | 99.26% | 99.26% |
15.11.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'678 CHF | 55'928 CHF | 99.39% | 99.39% |
14.11.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'405 CHF | 54'655 CHF | 99.35% | 99.35% |
13.11.2024 | 0.48% | 2.16 CHF | 2.17 CHF | 25'000 | 25'000 | 29'362 | 29'362 | 60'538 CHF | 60'832 CHF | 99.37% | 99.37% |
12.11.2024 | 0.60% | 1.53 CHF | 1.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'416 CHF | 83'916 CHF | 99.03% | 99.03% |
11.11.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'541 CHF | 84'041 CHF | 99.22% | 99.22% |
08.11.2024 | 0.66% | 1.56 CHF | 1.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 75'781 CHF | 76'281 CHF | 99.38% | 99.38% |
07.11.2024 | 0.69% | 1.50 CHF | 1.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 72'652 CHF | 73'152 CHF | 99.26% | 99.26% |