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 | 0.36% | 2.75 CHF | 2.76 CHF | 50'000 | 50'000 | 49'720 | 49'720 | 139'236 CHF | 139'734 CHF | 100.00% | 100.00% |
19.11.2024 | 0.34% | 2.84 CHF | 2.85 CHF | 49'000 | 49'000 | 48'480 | 48'480 | 140'524 CHF | 141'009 CHF | 100.00% | 100.00% |
18.11.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 141'364 CHF | 141'844 CHF | 100.00% | 100.00% |
15.11.2024 | 0.33% | 2.97 CHF | 2.98 CHF | 47'000 | 47'000 | 47'069 | 47'069 | 140'557 CHF | 141'028 CHF | 100.00% | 100.00% |
14.11.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 47'000 | 47'000 | 47'680 | 47'680 | 141'185 CHF | 141'662 CHF | 99.34% | 99.34% |
13.11.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 48'000 | 48'000 | 47'569 | 47'569 | 140'733 CHF | 141'209 CHF | 100.00% | 100.00% |
12.11.2024 | 0.33% | 2.95 CHF | 2.96 CHF | 48'000 | 48'000 | 47'160 | 47'160 | 140'766 CHF | 141'238 CHF | 100.00% | 100.00% |
11.11.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 47'000 | 47'000 | 46'999 | 46'999 | 142'590 CHF | 143'060 CHF | 99.93% | 99.93% |
08.11.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 48'000 | 48'000 | 47'760 | 47'760 | 141'439 CHF | 141'916 CHF | 100.00% | 100.00% |
07.11.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 47'000 | 47'000 | 46'998 | 46'998 | 142'344 CHF | 142'814 CHF | 100.00% | 100.00% |