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 | 0.44% | 2.20 CHF | 2.21 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 90'057 CHF | 90'457 CHF | 99.39% | 99.39% |
19.11.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 86'290 CHF | 86'690 CHF | 99.29% | 99.29% |
18.11.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 43'504 CHF | 43'704 CHF | 99.29% | 99.29% |
15.11.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 43'513 CHF | 43'713 CHF | 99.37% | 99.37% |
14.11.2024 | 0.48% | 2.16 CHF | 2.17 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 41'972 CHF | 42'172 CHF | 99.37% | 99.37% |
13.11.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 41'715 CHF | 41'915 CHF | 99.36% | 99.36% |
12.11.2024 | 0.45% | 2.08 CHF | 2.09 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 43'956 CHF | 44'156 CHF | 99.10% | 99.10% |
11.11.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 47'201 CHF | 47'401 CHF | 99.31% | 99.31% |
08.11.2024 | 0.46% | 2.13 CHF | 2.14 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 43'360 CHF | 43'560 CHF | 99.38% | 99.38% |
07.11.2024 | 0.46% | 2.22 CHF | 2.23 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 43'459 CHF | 43'659 CHF | 99.26% | 99.26% |