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 | 0.51% | 1.95 CHF | 1.96 CHF | 49'000 | 49'000 | 49'161 | 49'161 | 95'997 CHF | 96'489 CHF | 100.00% | 100.00% |
19.11.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 49'000 | 49'000 | 49'932 | 49'932 | 95'116 CHF | 95'615 CHF | 100.00% | 100.00% |
18.11.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 49'000 | 49'000 | 49'338 | 49'338 | 95'236 CHF | 95'729 CHF | 100.00% | 100.00% |
15.11.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 96'829 CHF | 97'319 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 49'000 | 49'000 | 49'415 | 49'415 | 96'051 CHF | 96'545 CHF | 100.00% | 100.00% |
13.11.2024 | 0.52% | 1.89 CHF | 1.90 CHF | 50'000 | 50'000 | 49'661 | 49'661 | 95'077 CHF | 95'574 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 1.92 CHF | 1.93 CHF | 50'000 | 50'000 | 49'129 | 49'129 | 95'896 CHF | 96'387 CHF | 99.85% | 99.85% |
11.11.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 49'000 | 49'000 | 48'868 | 48'868 | 99'388 CHF | 99'876 CHF | 99.64% | 99.64% |
08.11.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 49'000 | 49'000 | 48'949 | 48'949 | 99'181 CHF | 99'670 CHF | 99.43% | 99.43% |
07.11.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 49'000 | 49'000 | 48'489 | 48'489 | 98'484 CHF | 98'969 CHF | 100.00% | 100.00% |