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 | 0.42% | 2.31 CHF | 2.32 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 47'426 CHF | 47'626 CHF | 99.56% | 99.56% |
19.11.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 37'831 CHF | 37'981 CHF | 99.46% | 99.51% |
18.11.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 39'689 CHF | 39'839 CHF | 99.47% | 99.53% |
15.11.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 53'315 CHF | 53'515 CHF | 98.89% | 98.89% |
14.11.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 39'554 CHF | 39'704 CHF | 99.53% | 99.53% |
13.11.2024 | 0.36% | 2.68 CHF | 2.69 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 55'054 CHF | 55'254 CHF | 99.52% | 99.52% |
12.11.2024 | 0.45% | 2.15 CHF | 2.16 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 44'790 CHF | 44'990 CHF | 99.51% | 99.51% |
11.11.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 46'674 CHF | 46'874 CHF | 99.50% | 99.50% |
08.11.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 43'740 CHF | 43'940 CHF | 99.50% | 99.50% |
07.11.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 54'467 CHF | 54'717 CHF | 99.00% | 99.00% |