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 | 0.37% | 2.61 CHF | 2.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 67'557 CHF | 67'807 CHF | 99.60% | 99.60% |
19.11.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'352 CHF | 65'602 CHF | 99.49% | 99.49% |
18.11.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'707 CHF | 70'957 CHF | 99.57% | 99.57% |
15.11.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 85'192 CHF | 85'492 CHF | 98.96% | 98.96% |
14.11.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 79'204 CHF | 79'504 CHF | 99.48% | 99.48% |
13.11.2024 | 0.37% | 2.61 CHF | 2.62 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 80'690 CHF | 80'990 CHF | 99.51% | 99.51% |
12.11.2024 | 0.35% | 2.64 CHF | 2.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'679 CHF | 70'929 CHF | 99.57% | 99.57% |
11.11.2024 | 0.30% | 3.18 CHF | 3.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 82'211 CHF | 82'461 CHF | 99.57% | 99.57% |
08.11.2024 | 0.32% | 3.01 CHF | 3.02 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 62'370 CHF | 62'570 CHF | 99.16% | 99.19% |
07.11.2024 | 0.27% | 3.79 CHF | 3.80 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 91'233 CHF | 91'483 CHF | 99.55% | 99.55% |