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 | 0.84% | 2.36 CHF | 2.38 CHF | 96'000 | 96'000 | 96'276 | 96'276 | 227'713 CHF | 229'639 CHF | 100.00% | 100.00% |
19.11.2024 | 0.87% | 2.32 CHF | 2.34 CHF | 97'000 | 97'000 | 97'924 | 97'924 | 223'870 CHF | 225'829 CHF | 99.85% | 99.85% |
18.11.2024 | 0.87% | 2.29 CHF | 2.31 CHF | 98'000 | 98'000 | 97'902 | 97'902 | 224'214 CHF | 226'172 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 2.31 CHF | 2.33 CHF | 97'000 | 97'000 | 94'153 | 94'153 | 234'629 CHF | 236'512 CHF | 100.00% | 100.00% |
14.11.2024 | 0.72% | 2.76 CHF | 2.78 CHF | 90'000 | 90'000 | 89'816 | 89'816 | 247'056 CHF | 248'853 CHF | 100.00% | 100.00% |
13.11.2024 | 0.73% | 2.75 CHF | 2.77 CHF | 90'000 | 90'000 | 90'469 | 90'469 | 245'322 CHF | 247'131 CHF | 100.00% | 100.00% |
12.11.2024 | 0.72% | 2.79 CHF | 2.81 CHF | 89'000 | 89'000 | 89'469 | 89'469 | 248'194 CHF | 249'984 CHF | 99.87% | 99.87% |
11.11.2024 | 0.73% | 2.73 CHF | 2.75 CHF | 90'000 | 90'000 | 90'078 | 90'078 | 246'969 CHF | 248'770 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 2.68 CHF | 2.70 CHF | 91'000 | 91'000 | 91'381 | 91'381 | 242'925 CHF | 244'753 CHF | 98.88% | 98.88% |
07.11.2024 | 0.76% | 2.67 CHF | 2.69 CHF | 91'000 | 91'000 | 91'896 | 91'896 | 241'098 CHF | 242'936 CHF | 100.00% | 100.00% |