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% | 2.62 CHF | 2.63 CHF | 52'000 | 52'000 | 28'613 | 28'613 | 73'917 CHF | 74'204 CHF | 99.90% | 99.90% |
19.11.2024 | 0.40% | 2.55 CHF | 2.56 CHF | 52'000 | 52'000 | 28'700 | 28'700 | 72'827 CHF | 73'115 CHF | 98.91% | 98.91% |
18.11.2024 | 0.42% | 2.47 CHF | 2.48 CHF | 52'000 | 52'000 | 28'599 | 28'599 | 69'987 CHF | 70'274 CHF | 99.59% | 99.59% |
15.11.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 52'000 | 52'000 | 28'569 | 28'569 | 68'927 CHF | 69'214 CHF | 99.89% | 99.89% |
14.11.2024 | 0.43% | 2.43 CHF | 2.44 CHF | 52'000 | 52'000 | 29'301 | 29'301 | 69'531 CHF | 69'824 CHF | 98.84% | 98.84% |
13.11.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 52'000 | 52'000 | 28'652 | 28'652 | 69'925 CHF | 70'212 CHF | 100.00% | 100.00% |
12.11.2024 | 0.42% | 2.45 CHF | 2.46 CHF | 52'000 | 52'000 | 26'706 | 26'706 | 65'330 CHF | 65'598 CHF | 100.00% | 100.00% |
11.11.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 52'000 | 52'000 | 28'421 | 28'421 | 73'867 CHF | 74'154 CHF | 99.93% | 99.93% |
08.11.2024 | 0.72% | 2.68 CHF | 2.69 CHF | 52'000 | 52'000 | 19'657 | 19'657 | 52'625 CHF | 52'841 CHF | 100.00% | 100.00% |
07.11.2024 | 0.44% | 2.71 CHF | 2.72 CHF | 48'000 | 48'000 | 23'246 | 23'246 | 62'523 CHF | 62'774 CHF | 98.68% | 98.68% |