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 | 0.78% | 2.54 CHF | 2.56 CHF | 96'000 | 96'000 | 96'275 | 96'275 | 245'154 CHF | 247'079 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 2.50 CHF | 2.52 CHF | 97'000 | 97'000 | 97'924 | 97'924 | 241'535 CHF | 243'494 CHF | 99.89% | 99.89% |
18.11.2024 | 0.81% | 2.47 CHF | 2.49 CHF | 98'000 | 98'000 | 97'902 | 97'902 | 241'889 CHF | 243'847 CHF | 100.00% | 100.00% |
15.11.2024 | 0.75% | 2.49 CHF | 2.51 CHF | 97'000 | 97'000 | 94'153 | 94'153 | 251'874 CHF | 253'757 CHF | 100.00% | 100.00% |
14.11.2024 | 0.68% | 2.95 CHF | 2.97 CHF | 90'000 | 90'000 | 89'816 | 89'816 | 263'789 CHF | 265'585 CHF | 100.00% | 100.00% |
13.11.2024 | 0.69% | 2.94 CHF | 2.96 CHF | 90'000 | 90'000 | 90'469 | 90'469 | 262'110 CHF | 263'919 CHF | 100.00% | 100.00% |
12.11.2024 | 0.67% | 2.97 CHF | 2.99 CHF | 89'000 | 89'000 | 89'469 | 89'469 | 264'863 CHF | 266'652 CHF | 99.93% | 99.93% |
11.11.2024 | 0.68% | 2.91 CHF | 2.93 CHF | 90'000 | 90'000 | 90'079 | 90'079 | 263'663 CHF | 265'465 CHF | 100.00% | 100.00% |
08.11.2024 | 0.70% | 2.87 CHF | 2.89 CHF | 91'000 | 91'000 | 91'382 | 91'382 | 259'795 CHF | 261'622 CHF | 98.94% | 98.94% |
07.11.2024 | 0.71% | 2.85 CHF | 2.87 CHF | 91'000 | 91'000 | 91'897 | 91'897 | 258'050 CHF | 259'888 CHF | 100.00% | 100.00% |