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 | 0.46% | 2.25 CHF | 2.26 CHF | 52'000 | 52'000 | 28'613 | 28'613 | 63'407 CHF | 63'694 CHF | 99.90% | 99.90% |
19.11.2024 | 0.47% | 2.18 CHF | 2.19 CHF | 52'000 | 52'000 | 28'701 | 28'701 | 62'317 CHF | 62'605 CHF | 98.91% | 98.91% |
18.11.2024 | 0.49% | 2.10 CHF | 2.11 CHF | 52'000 | 52'000 | 28'598 | 28'598 | 59'398 CHF | 59'685 CHF | 99.58% | 99.58% |
15.11.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 52'000 | 52'000 | 28'568 | 28'568 | 58'395 CHF | 58'682 CHF | 99.89% | 99.89% |
14.11.2024 | 0.51% | 2.06 CHF | 2.07 CHF | 52'000 | 52'000 | 29'300 | 29'300 | 58'729 CHF | 59'023 CHF | 98.84% | 98.84% |
13.11.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 52'000 | 52'000 | 28'652 | 28'652 | 59'441 CHF | 59'729 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 52'000 | 52'000 | 26'706 | 26'706 | 55'502 CHF | 55'770 CHF | 100.00% | 100.00% |
11.11.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 52'000 | 52'000 | 28'421 | 28'421 | 63'482 CHF | 63'769 CHF | 99.93% | 99.93% |
08.11.2024 | 0.83% | 2.32 CHF | 2.33 CHF | 52'000 | 52'000 | 19'657 | 19'657 | 45'505 CHF | 45'721 CHF | 100.00% | 100.00% |
07.11.2024 | 0.51% | 2.35 CHF | 2.36 CHF | 48'000 | 48'000 | 23'246 | 23'246 | 54'084 CHF | 54'335 CHF | 98.68% | 98.68% |