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% | 2.74 CHF | 2.75 CHF | 50'000 | 50'000 | 49'720 | 49'720 | 138'739 CHF | 139'237 CHF | 100.00% | 100.00% |
19.11.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 49'000 | 49'000 | 48'480 | 48'480 | 140'040 CHF | 140'524 CHF | 100.00% | 100.00% |
18.11.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 140'884 CHF | 141'364 CHF | 100.00% | 100.00% |
15.11.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 47'000 | 47'000 | 47'069 | 47'069 | 140'086 CHF | 140'557 CHF | 100.00% | 100.00% |
14.11.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 47'000 | 47'000 | 47'680 | 47'680 | 140'708 CHF | 141'185 CHF | 99.33% | 99.33% |
13.11.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 48'000 | 48'000 | 47'569 | 47'569 | 140'257 CHF | 140'733 CHF | 100.00% | 100.00% |
12.11.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 48'000 | 48'000 | 47'160 | 47'160 | 140'295 CHF | 140'766 CHF | 100.00% | 100.00% |
11.11.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 47'000 | 47'000 | 46'999 | 46'999 | 142'120 CHF | 142'590 CHF | 99.93% | 99.93% |
08.11.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 48'000 | 48'000 | 47'760 | 47'760 | 140'961 CHF | 141'438 CHF | 100.00% | 100.00% |
07.11.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 47'000 | 47'000 | 46'998 | 46'998 | 141'874 CHF | 142'344 CHF | 100.00% | 100.00% |