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% | 2.40 CHF | 2.41 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 37'749 CHF | 37'903 CHF | 100.00% | 100.00% |
19.11.2024 | 0.42% | 2.67 CHF | 2.68 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 37'315 CHF | 37'471 CHF | 100.00% | 100.00% |
18.11.2024 | 0.38% | 2.72 CHF | 2.73 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 39'821 CHF | 39'972 CHF | 100.00% | 100.00% |
15.11.2024 | 0.38% | 2.57 CHF | 2.58 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 39'413 CHF | 39'564 CHF | 100.00% | 100.00% |
14.11.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 38'771 CHF | 38'921 CHF | 99.99% | 99.99% |
13.11.2024 | 0.41% | 2.38 CHF | 2.39 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 36'233 CHF | 36'383 CHF | 100.00% | 100.00% |
12.11.2024 | 0.39% | 2.49 CHF | 2.50 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 38'309 CHF | 38'459 CHF | 100.00% | 100.00% |
11.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 37'995 CHF | 38'145 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 37'030 CHF | 37'180 CHF | 100.00% | 100.00% |
07.11.2024 | 0.42% | 2.48 CHF | 2.49 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 36'019 CHF | 36'169 CHF | 100.00% | 100.00% |