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 | 0.52% | 1.91 CHF | 1.92 CHF | 55'000 | 55'000 | 54'078 | 54'078 | 104'437 CHF | 104'978 CHF | 100.00% | 100.00% |
19.11.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 55'000 | 55'000 | 53'905 | 53'905 | 104'268 CHF | 104'807 CHF | 98.87% | 98.87% |
18.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 54'000 | 54'000 | 53'494 | 53'494 | 105'204 CHF | 105'740 CHF | 100.00% | 100.00% |
15.11.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 54'000 | 54'000 | 54'000 | 54'000 | 107'739 CHF | 108'279 CHF | 72.13% | 72.13% |
14.11.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 54'000 | 54'000 | 53'493 | 53'493 | 106'806 CHF | 107'341 CHF | 100.00% | 100.00% |
13.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 54'000 | 54'000 | 53'489 | 53'489 | 105'770 CHF | 106'305 CHF | 99.31% | 99.31% |
12.11.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 54'000 | 54'000 | 53'491 | 53'491 | 106'970 CHF | 107'505 CHF | 100.00% | 100.00% |
11.11.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 53'000 | 53'000 | 53'183 | 53'183 | 108'757 CHF | 109'289 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 54'000 | 54'000 | 53'457 | 53'457 | 109'082 CHF | 109'617 CHF | 100.00% | 100.00% |
07.11.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 53'000 | 53'000 | 52'905 | 52'905 | 110'631 CHF | 111'160 CHF | 100.00% | 100.00% |