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 | 0.38% | 2.59 CHF | 2.60 CHF | 35'000 | 35'000 | 34'533 | 34'533 | 90'585 CHF | 90'930 CHF | 100.00% | 100.00% |
19.11.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 34'000 | 34'000 | 33'865 | 33'865 | 91'748 CHF | 92'086 CHF | 100.00% | 100.00% |
18.11.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 34'000 | 34'000 | 33'825 | 33'825 | 94'185 CHF | 94'524 CHF | 100.00% | 100.00% |
15.11.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 34'000 | 34'000 | 33'432 | 33'432 | 93'612 CHF | 93'946 CHF | 100.00% | 100.00% |
14.11.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 34'000 | 34'000 | 33'860 | 33'860 | 94'102 CHF | 94'440 CHF | 100.00% | 100.00% |
13.11.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 34'000 | 34'000 | 33'011 | 33'011 | 94'367 CHF | 94'697 CHF | 100.00% | 100.00% |
12.11.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 36'000 | 36'000 | 34'939 | 34'939 | 87'700 CHF | 88'050 CHF | 99.85% | 99.85% |
11.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 35'000 | 35'000 | 34'855 | 34'855 | 89'608 CHF | 89'957 CHF | 99.66% | 99.66% |
08.11.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 36'000 | 36'000 | 35'128 | 35'128 | 87'022 CHF | 87'373 CHF | 99.17% | 99.17% |
07.11.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 35'000 | 35'000 | 35'058 | 35'058 | 86'802 CHF | 87'153 CHF | 99.39% | 99.39% |