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 | 0.41% | 2.27 CHF | 2.28 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 73'596 CHF | 73'896 CHF | 99.50% | 99.55% |
19.11.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 73'622 CHF | 73'922 CHF | 99.55% | 99.55% |
18.11.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 82'116 CHF | 82'416 CHF | 99.56% | 99.56% |
15.11.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 79'221 CHF | 79'521 CHF | 98.94% | 98.94% |
14.11.2024 | 0.42% | 2.50 CHF | 2.51 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 83'550 CHF | 83'900 CHF | 99.50% | 99.55% |
13.11.2024 | 0.45% | 2.14 CHF | 2.15 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 76'929 CHF | 77'279 CHF | 99.56% | 99.56% |
12.11.2024 | 0.39% | 2.35 CHF | 2.36 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 77'789 CHF | 78'089 CHF | 99.55% | 99.55% |
11.11.2024 | 0.39% | 2.64 CHF | 2.65 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 76'390 CHF | 76'690 CHF | 99.58% | 99.58% |
08.11.2024 | 0.40% | 2.42 CHF | 2.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 63'279 CHF | 63'532 CHF | 99.48% | 99.52% |
07.11.2024 | 0.34% | 3.03 CHF | 3.04 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 87'386 CHF | 87'686 CHF | 99.41% | 99.46% |