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 | 0.41% | 2.40 CHF | 2.41 CHF | 35'000 | 35'000 | 34'533 | 34'533 | 84'215 CHF | 84'560 CHF | 100.00% | 100.00% |
19.11.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 34'000 | 34'000 | 33'865 | 33'865 | 85'544 CHF | 85'882 CHF | 100.00% | 100.00% |
18.11.2024 | 0.38% | 2.58 CHF | 2.59 CHF | 34'000 | 34'000 | 33'825 | 33'825 | 88'001 CHF | 88'340 CHF | 100.00% | 100.00% |
15.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 34'000 | 34'000 | 33'432 | 33'432 | 87'467 CHF | 87'802 CHF | 100.00% | 100.00% |
14.11.2024 | 0.38% | 2.57 CHF | 2.58 CHF | 34'000 | 34'000 | 33'860 | 33'860 | 87'889 CHF | 88'228 CHF | 100.00% | 100.00% |
13.11.2024 | 0.37% | 2.63 CHF | 2.64 CHF | 34'000 | 34'000 | 33'010 | 33'010 | 88'338 CHF | 88'668 CHF | 100.00% | 100.00% |
12.11.2024 | 0.43% | 2.27 CHF | 2.28 CHF | 36'000 | 36'000 | 34'939 | 34'939 | 81'217 CHF | 81'567 CHF | 99.85% | 99.85% |
11.11.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 35'000 | 35'000 | 34'855 | 34'855 | 83'212 CHF | 83'561 CHF | 99.73% | 99.73% |
08.11.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 36'000 | 36'000 | 35'127 | 35'127 | 80'469 CHF | 80'820 CHF | 100.00% | 100.00% |
07.11.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 35'000 | 35'000 | 35'059 | 35'059 | 80'247 CHF | 80'598 CHF | 99.39% | 99.39% |