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 | 0.36% | 2.81 CHF | 2.82 CHF | 98'300 | 98'300 | 99'501 | 99'501 | 278'156 CHF | 279'151 CHF | 100.00% | 100.00% |
19.11.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 100'300 | 100'300 | 97'166 | 97'166 | 264'102 CHF | 265'074 CHF | 100.00% | 100.00% |
18.11.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 95'100 | 95'100 | 95'160 | 95'160 | 271'322 CHF | 272'274 CHF | 100.00% | 100.00% |
15.11.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 95'200 | 95'200 | 94'588 | 94'588 | 272'917 CHF | 273'862 CHF | 98.67% | 98.67% |
14.11.2024 | 0.34% | 2.87 CHF | 2.88 CHF | 94'200 | 94'200 | 98'442 | 98'442 | 286'858 CHF | 287'842 CHF | 99.79% | 99.79% |
13.11.2024 | 0.37% | 2.76 CHF | 2.77 CHF | 101'200 | 101'200 | 101'861 | 101'861 | 277'341 CHF | 278'359 CHF | 100.00% | 100.00% |
12.11.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 102'300 | 102'300 | 103'081 | 103'081 | 276'874 CHF | 277'905 CHF | 100.00% | 100.00% |
11.11.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 103'700 | 103'700 | 108'810 | 108'810 | 284'611 CHF | 285'699 CHF | 100.00% | 100.00% |
08.11.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 112'200 | 112'200 | 110'151 | 110'151 | 265'803 CHF | 266'905 CHF | 100.00% | 100.00% |
07.11.2024 | 0.40% | 2.41 CHF | 2.42 CHF | 108'800 | 108'800 | 107'833 | 107'833 | 268'213 CHF | 269'291 CHF | 100.00% | 100.00% |