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% | 2.20 CHF | 2.21 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 86'292 CHF | 86'692 CHF | 99.39% | 99.39% |
19.11.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 89'991 CHF | 90'391 CHF | 99.30% | 99.30% |
18.11.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 44'959 CHF | 45'159 CHF | 99.28% | 99.28% |
15.11.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 45'264 CHF | 45'464 CHF | 99.38% | 99.38% |
14.11.2024 | 0.43% | 2.28 CHF | 2.29 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 46'737 CHF | 46'937 CHF | 99.38% | 99.38% |
13.11.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 47'060 CHF | 47'260 CHF | 99.39% | 99.39% |
12.11.2024 | 0.45% | 2.36 CHF | 2.37 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 44'788 CHF | 44'988 CHF | 99.10% | 99.10% |
11.11.2024 | 0.48% | 2.12 CHF | 2.13 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 41'712 CHF | 41'912 CHF | 99.31% | 99.31% |
08.11.2024 | 0.44% | 2.33 CHF | 2.34 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 45'843 CHF | 46'043 CHF | 99.39% | 99.39% |
07.11.2024 | 0.43% | 2.25 CHF | 2.26 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 46'137 CHF | 46'337 CHF | 99.25% | 99.25% |