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% | 2.43 CHF | 2.44 CHF | 100'000 | 92'308 | 99'061 | 91'450 | 240'081 CHF | 222'549 CHF | 100.00% | 100.00% |
19.11.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 100'000 | 92'308 | 99'047 | 91'436 | 238'616 CHF | 221'197 CHF | 98.89% | 98.89% |
18.11.2024 | 0.43% | 2.37 CHF | 2.38 CHF | 100'000 | 92'308 | 99'057 | 91'446 | 233'699 CHF | 216'657 CHF | 100.00% | 100.00% |
15.11.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 100'000 | 92'308 | 100'000 | 92'308 | 237'697 CHF | 220'336 CHF | 72.12% | 72.12% |
14.11.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 100'000 | 92'308 | 99'058 | 91'447 | 239'169 CHF | 221'707 CHF | 100.00% | 100.00% |
13.11.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 100'000 | 92'308 | 99'058 | 91'447 | 242'620 CHF | 224'893 CHF | 99.81% | 99.81% |
12.11.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 100'000 | 92'308 | 99'058 | 91'447 | 242'900 CHF | 225'151 CHF | 100.00% | 100.00% |
11.11.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 100'000 | 92'308 | 98'997 | 91'447 | 237'954 CHF | 220'724 CHF | 100.00% | 100.00% |
08.11.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 100'000 | 92'308 | 99'062 | 91'450 | 237'054 CHF | 219'754 CHF | 100.00% | 100.00% |
07.11.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 100'000 | 92'308 | 99'060 | 91'448 | 226'017 CHF | 209'565 CHF | 100.00% | 100.00% |