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 | 0.42% | 2.47 CHF | 2.48 CHF | 52'000 | 52'000 | 28'614 | 28'614 | 69'552 CHF | 69'839 CHF | 99.90% | 99.90% |
19.11.2024 | 0.43% | 2.40 CHF | 2.41 CHF | 52'000 | 52'000 | 28'697 | 28'697 | 68'516 CHF | 68'804 CHF | 98.91% | 98.91% |
18.11.2024 | 0.45% | 2.32 CHF | 2.33 CHF | 52'000 | 52'000 | 28'599 | 28'599 | 65'609 CHF | 65'896 CHF | 99.59% | 99.59% |
15.11.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 52'000 | 52'000 | 28'569 | 28'569 | 64'540 CHF | 64'827 CHF | 99.89% | 99.89% |
14.11.2024 | 0.46% | 2.28 CHF | 2.29 CHF | 52'000 | 52'000 | 29'299 | 29'299 | 65'100 CHF | 65'394 CHF | 98.84% | 98.84% |
13.11.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 52'000 | 52'000 | 28'652 | 28'652 | 65'625 CHF | 65'912 CHF | 100.00% | 100.00% |
12.11.2024 | 0.45% | 2.30 CHF | 2.31 CHF | 52'000 | 52'000 | 26'705 | 26'705 | 61'269 CHF | 61'537 CHF | 100.00% | 100.00% |
11.11.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 52'000 | 52'000 | 28'421 | 28'421 | 69'549 CHF | 69'836 CHF | 99.93% | 99.93% |
08.11.2024 | 0.76% | 2.53 CHF | 2.54 CHF | 52'000 | 52'000 | 19'659 | 19'659 | 49'706 CHF | 49'922 CHF | 100.00% | 100.00% |
07.11.2024 | 0.47% | 2.56 CHF | 2.57 CHF | 48'000 | 48'000 | 23'247 | 23'247 | 59'073 CHF | 59'323 CHF | 98.68% | 98.68% |