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 | 0.88% | 2.26 CHF | 2.28 CHF | 96'000 | 96'000 | 96'275 | 96'275 | 217'352 CHF | 219'278 CHF | 100.00% | 100.00% |
19.11.2024 | 0.91% | 2.22 CHF | 2.24 CHF | 97'000 | 97'000 | 97'924 | 97'924 | 213'321 CHF | 215'279 CHF | 99.91% | 99.91% |
18.11.2024 | 0.91% | 2.18 CHF | 2.20 CHF | 98'000 | 98'000 | 97'903 | 97'903 | 213'689 CHF | 215'647 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 2.20 CHF | 2.22 CHF | 97'000 | 97'000 | 94'152 | 94'152 | 224'559 CHF | 226'442 CHF | 100.00% | 100.00% |
14.11.2024 | 0.75% | 2.65 CHF | 2.67 CHF | 90'000 | 90'000 | 89'816 | 89'816 | 237'447 CHF | 239'243 CHF | 100.00% | 100.00% |
13.11.2024 | 0.77% | 2.65 CHF | 2.67 CHF | 90'000 | 90'000 | 90'469 | 90'469 | 235'607 CHF | 237'417 CHF | 100.00% | 100.00% |
12.11.2024 | 0.75% | 2.68 CHF | 2.70 CHF | 89'000 | 89'000 | 89'469 | 89'469 | 238'637 CHF | 240'427 CHF | 99.92% | 99.92% |
11.11.2024 | 0.76% | 2.62 CHF | 2.64 CHF | 90'000 | 90'000 | 90'078 | 90'078 | 237'264 CHF | 239'066 CHF | 100.00% | 100.00% |
08.11.2024 | 0.78% | 2.58 CHF | 2.60 CHF | 91'000 | 91'000 | 91'382 | 91'382 | 233'109 CHF | 234'937 CHF | 98.96% | 98.96% |
07.11.2024 | 0.79% | 2.56 CHF | 2.58 CHF | 91'000 | 91'000 | 91'896 | 91'896 | 231'232 CHF | 233'070 CHF | 100.00% | 100.00% |