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 | 0.47% | 2.07 CHF | 2.08 CHF | 24'400 | 24'400 | 24'400 | 24'400 | 51'496 CHF | 51'740 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 23'900 | 23'900 | 24'628 | 24'628 | 49'977 CHF | 50'223 CHF | 99.89% | 99.89% |
18.11.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 24'200 | 24'200 | 24'200 | 24'200 | 51'657 CHF | 51'899 CHF | 100.00% | 100.00% |
15.11.2024 | 0.46% | 2.11 CHF | 2.12 CHF | 24'400 | 24'400 | 24'400 | 24'400 | 52'515 CHF | 52'759 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 25'600 | 25'600 | 25'745 | 25'745 | 53'055 CHF | 53'312 CHF | 100.00% | 100.00% |
13.11.2024 | 0.50% | 1.95 CHF | 1.96 CHF | 25'800 | 25'800 | 25'308 | 25'308 | 50'476 CHF | 50'729 CHF | 100.00% | 100.00% |
12.11.2024 | 0.46% | 2.09 CHF | 2.10 CHF | 23'500 | 23'500 | 23'500 | 23'500 | 51'522 CHF | 51'757 CHF | 99.91% | 99.91% |
11.11.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 24'200 | 24'200 | 24'200 | 24'200 | 53'398 CHF | 53'640 CHF | 100.00% | 100.00% |
08.11.2024 | 0.46% | 2.10 CHF | 2.11 CHF | 24'000 | 24'000 | 24'000 | 24'000 | 51'620 CHF | 51'860 CHF | 98.94% | 98.94% |
07.11.2024 | 0.45% | 2.17 CHF | 2.18 CHF | 23'700 | 23'700 | 23'700 | 23'700 | 52'345 CHF | 52'582 CHF | 100.00% | 100.00% |