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 | 0.50% | 2.11 CHF | 2.12 CHF | 52'000 | 52'000 | 28'613 | 28'613 | 59'180 CHF | 59'467 CHF | 99.90% | 99.90% |
19.11.2024 | 0.51% | 2.03 CHF | 2.04 CHF | 52'000 | 52'000 | 28'698 | 28'698 | 58'067 CHF | 58'355 CHF | 98.91% | 98.91% |
18.11.2024 | 0.53% | 1.95 CHF | 1.96 CHF | 52'000 | 52'000 | 28'599 | 28'599 | 55'193 CHF | 55'480 CHF | 99.59% | 99.59% |
15.11.2024 | 0.54% | 1.88 CHF | 1.89 CHF | 52'000 | 52'000 | 28'569 | 28'569 | 54'160 CHF | 54'447 CHF | 99.89% | 99.89% |
14.11.2024 | 0.55% | 1.91 CHF | 1.92 CHF | 52'000 | 52'000 | 29'299 | 29'299 | 54'357 CHF | 54'651 CHF | 98.84% | 98.84% |
13.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 52'000 | 52'000 | 28'652 | 28'652 | 55'252 CHF | 55'539 CHF | 100.00% | 100.00% |
12.11.2024 | 0.53% | 1.94 CHF | 1.95 CHF | 52'000 | 52'000 | 26'705 | 26'705 | 51'613 CHF | 51'881 CHF | 100.00% | 100.00% |
11.11.2024 | 0.49% | 2.00 CHF | 2.01 CHF | 52'000 | 52'000 | 28'421 | 28'421 | 59'298 CHF | 59'585 CHF | 99.93% | 99.93% |
08.11.2024 | 0.88% | 2.18 CHF | 2.19 CHF | 52'000 | 52'000 | 19'659 | 19'659 | 42'672 CHF | 42'888 CHF | 100.00% | 100.00% |
07.11.2024 | 0.54% | 2.21 CHF | 2.22 CHF | 48'000 | 48'000 | 23'247 | 23'247 | 50'744 CHF | 50'995 CHF | 98.68% | 98.68% |