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 | 0.51% | 1.98 CHF | 1.99 CHF | 80'000 | 80'000 | 79'249 | 79'249 | 156'892 CHF | 157'686 CHF | 100.00% | 100.00% |
19.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 80'000 | 80'000 | 79'241 | 79'241 | 155'694 CHF | 156'487 CHF | 98.89% | 98.89% |
18.11.2024 | 0.53% | 1.93 CHF | 1.94 CHF | 80'000 | 80'000 | 79'251 | 79'251 | 151'926 CHF | 152'720 CHF | 100.00% | 100.00% |
15.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 154'672 CHF | 155'472 CHF | 72.16% | 72.16% |
14.11.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 80'000 | 80'000 | 79'249 | 79'249 | 156'141 CHF | 156'934 CHF | 100.00% | 100.00% |
13.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 80'000 | 80'000 | 79'247 | 79'247 | 158'896 CHF | 159'689 CHF | 99.81% | 99.81% |
12.11.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 80'000 | 80'000 | 79'254 | 79'247 | 159'123 CHF | 159'902 CHF | 100.00% | 100.00% |
11.11.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 80'000 | 80'000 | 79'251 | 79'251 | 155'342 CHF | 156'136 CHF | 100.00% | 100.00% |
08.11.2024 | 0.52% | 1.98 CHF | 1.99 CHF | 80'000 | 80'000 | 79'251 | 79'251 | 154'493 CHF | 155'286 CHF | 100.00% | 100.00% |
07.11.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 80'000 | 80'000 | 79'251 | 79'251 | 145'619 CHF | 146'412 CHF | 100.00% | 100.00% |