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 | 0.49% | 2.13 CHF | 2.14 CHF | 76'500 | 76'500 | 75'354 | 75'354 | 152'683 CHF | 153'437 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 2.04 CHF | 2.05 CHF | 74'600 | 74'600 | 77'910 | 77'910 | 161'002 CHF | 161'781 CHF | 100.00% | 100.00% |
18.11.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 80'100 | 80'100 | 82'694 | 82'694 | 160'905 CHF | 161'732 CHF | 100.00% | 100.00% |
15.11.2024 | 0.53% | 1.95 CHF | 1.96 CHF | 84'400 | 84'400 | 82'056 | 82'056 | 153'891 CHF | 154'712 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 1.88 CHF | 1.89 CHF | 80'500 | 80'500 | 80'982 | 80'982 | 156'637 CHF | 157'447 CHF | 99.91% | 99.91% |
13.11.2024 | 0.52% | 2.02 CHF | 2.03 CHF | 81'300 | 81'300 | 78'945 | 78'945 | 151'681 CHF | 152'470 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 77'500 | 77'500 | 79'067 | 79'067 | 154'763 CHF | 155'554 CHF | 100.00% | 100.00% |
11.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 80'200 | 80'200 | 82'191 | 82'191 | 156'606 CHF | 157'428 CHF | 100.00% | 100.00% |
08.11.2024 | 0.54% | 1.89 CHF | 1.90 CHF | 83'500 | 83'500 | 87'419 | 87'419 | 161'246 CHF | 162'120 CHF | 100.00% | 100.00% |
07.11.2024 | 0.58% | 1.76 CHF | 1.77 CHF | 90'000 | 90'000 | 83'391 | 83'391 | 143'108 CHF | 143'942 CHF | 100.00% | 100.00% |