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 | 0.40% | 2.60 CHF | 2.61 CHF | 52'000 | 52'000 | 28'613 | 28'613 | 73'201 CHF | 73'488 CHF | 99.90% | 99.90% |
19.11.2024 | 0.41% | 2.52 CHF | 2.53 CHF | 52'000 | 52'000 | 28'701 | 28'701 | 72'099 CHF | 72'387 CHF | 98.91% | 98.91% |
18.11.2024 | 0.42% | 2.44 CHF | 2.45 CHF | 52'000 | 52'000 | 28'599 | 28'599 | 69'182 CHF | 69'469 CHF | 99.59% | 99.59% |
15.11.2024 | 0.43% | 2.37 CHF | 2.38 CHF | 52'000 | 52'000 | 28'569 | 28'569 | 68'212 CHF | 68'499 CHF | 99.89% | 99.89% |
14.11.2024 | 0.44% | 2.40 CHF | 2.41 CHF | 52'000 | 52'000 | 29'306 | 29'306 | 68'791 CHF | 69'085 CHF | 98.82% | 98.82% |
13.11.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 52'000 | 52'000 | 28'653 | 28'653 | 69'227 CHF | 69'514 CHF | 100.00% | 100.00% |
12.11.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 52'000 | 52'000 | 26'709 | 26'709 | 64'599 CHF | 64'867 CHF | 100.00% | 100.00% |
11.11.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 52'000 | 52'000 | 28'431 | 28'431 | 73'110 CHF | 73'397 CHF | 99.93% | 99.93% |
08.11.2024 | 0.72% | 2.66 CHF | 2.67 CHF | 52'000 | 52'000 | 19'660 | 19'660 | 52'139 CHF | 52'355 CHF | 100.00% | 100.00% |
07.11.2024 | 0.45% | 2.69 CHF | 2.70 CHF | 48'000 | 48'000 | 23'248 | 23'248 | 61'934 CHF | 62'184 CHF | 98.68% | 98.68% |