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% | 2.24 CHF | 2.25 CHF | 52'000 | 52'000 | 28'612 | 28'612 | 62'965 CHF | 63'252 CHF | 99.90% | 99.90% |
19.11.2024 | 0.47% | 2.17 CHF | 2.18 CHF | 52'000 | 52'000 | 28'701 | 28'701 | 61'937 CHF | 62'224 CHF | 98.91% | 98.91% |
18.11.2024 | 0.50% | 2.09 CHF | 2.10 CHF | 52'000 | 52'000 | 28'598 | 28'598 | 59'010 CHF | 59'297 CHF | 99.58% | 99.58% |
15.11.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 52'000 | 52'000 | 28'568 | 28'568 | 57'953 CHF | 58'240 CHF | 99.89% | 99.89% |
14.11.2024 | 0.52% | 2.05 CHF | 2.06 CHF | 52'000 | 52'000 | 29'296 | 29'296 | 58'328 CHF | 58'621 CHF | 98.90% | 98.90% |
13.11.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 52'000 | 52'000 | 28'653 | 28'653 | 59'045 CHF | 59'332 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 2.07 CHF | 2.08 CHF | 52'000 | 52'000 | 26'706 | 26'706 | 55'140 CHF | 55'408 CHF | 100.00% | 100.00% |
11.11.2024 | 0.46% | 2.13 CHF | 2.14 CHF | 52'000 | 52'000 | 28'431 | 28'431 | 63'066 CHF | 63'353 CHF | 99.93% | 99.93% |
08.11.2024 | 0.83% | 2.31 CHF | 2.32 CHF | 52'000 | 52'000 | 19'660 | 19'660 | 45'249 CHF | 45'465 CHF | 100.00% | 100.00% |
07.11.2024 | 0.51% | 2.34 CHF | 2.35 CHF | 48'000 | 48'000 | 23'248 | 23'248 | 53'782 CHF | 54'033 CHF | 98.68% | 98.68% |