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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 0.58% | 2.48 CHF | 2.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 63'118 CHF | 63'487 CHF | 100.00% | 100.00% |
22.11.2024 | 0.64% | 2.52 CHF | 2.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 62'400 CHF | 62'800 CHF | 100.00% | 100.00% |
20.11.2024 | 0.67% | 2.43 CHF | 2.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 62'174 CHF | 62'594 CHF | 100.00% | 100.00% |
19.11.2024 | 0.63% | 2.46 CHF | 2.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 60'848 CHF | 61'234 CHF | 100.00% | 100.00% |
18.11.2024 | 0.64% | 2.51 CHF | 2.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 63'731 CHF | 64'138 CHF | 93.88% | 93.88% |
15.11.2024 | 0.59% | 2.62 CHF | 2.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 64'956 CHF | 65'340 CHF | 100.00% | 100.00% |
14.11.2024 | 0.68% | 2.43 CHF | 2.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 61'344 CHF | 61'762 CHF | 99.22% | 99.22% |
13.11.2024 | 0.62% | 2.40 CHF | 2.42 CHF | 25'000 | 25'000 | 24'942 | 24'942 | 59'862 CHF | 60'232 CHF | 99.36% | 99.36% |
12.11.2024 | 0.66% | 2.41 CHF | 2.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 64'088 CHF | 64'513 CHF | 100.00% | 100.00% |
11.11.2024 | 0.55% | 2.67 CHF | 2.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 66'628 CHF | 66'993 CHF | 100.00% | 100.00% |