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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.11.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 35'000 | 35'000 | 35'058 | 35'058 | 86'802 CHF | 87'153 CHF | 99.39% | 99.39% |
06.11.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 37'000 | 37'000 | 36'830 | 36'830 | 82'559 CHF | 82'928 CHF | 100.00% | 100.00% |
05.11.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 35'000 | 35'000 | 34'878 | 34'878 | 87'139 CHF | 87'488 CHF | 99.56% | 99.56% |
04.11.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 35'000 | 35'000 | 35'030 | 35'030 | 87'396 CHF | 87'746 CHF | 100.00% | 100.00% |
01.11.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 36'000 | 36'000 | 35'848 | 35'848 | 87'053 CHF | 87'411 CHF | 100.00% | 100.00% |
31.10.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 36'000 | 36'000 | 35'850 | 35'850 | 85'768 CHF | 86'127 CHF | 99.22% | 99.22% |
30.10.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 35'000 | 35'000 | 35'489 | 35'489 | 87'794 CHF | 88'149 CHF | 100.00% | 100.00% |
29.10.2024 | 0.39% | 2.49 CHF | 2.50 CHF | 35'000 | 35'000 | 34'856 | 34'856 | 90'093 CHF | 90'442 CHF | 100.00% | 100.00% |
28.10.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 35'000 | 35'000 | 34'855 | 34'855 | 90'016 CHF | 90'364 CHF | 99.35% | 99.35% |
25.10.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 35'000 | 35'000 | 34'856 | 34'856 | 90'073 CHF | 90'421 CHF | 99.86% | 99.86% |