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 | 0.47% | 2.08 CHF | 2.09 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'939 CHF | 53'189 CHF | 99.39% | 99.39% |
20.11.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'899 CHF | 53'149 CHF | 99.39% | 99.39% |
19.11.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'161 CHF | 53'411 CHF | 99.28% | 99.28% |
18.11.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'184 CHF | 51'434 CHF | 99.28% | 99.28% |
15.11.2024 | 0.48% | 2.02 CHF | 2.03 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'647 CHF | 51'897 CHF | 99.39% | 99.39% |
14.11.2024 | 0.47% | 2.08 CHF | 2.09 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 52'733 CHF | 52'983 CHF | 99.38% | 99.38% |
13.11.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'596 CHF | 54'846 CHF | 99.38% | 99.38% |
12.11.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'228 CHF | 55'478 CHF | 99.08% | 99.08% |
11.11.2024 | 0.47% | 2.18 CHF | 2.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 53'263 CHF | 53'513 CHF | 99.24% | 99.24% |
08.11.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'458 CHF | 55'708 CHF | 99.39% | 99.39% |