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 | 0.94% | 2.13 CHF | 2.15 CHF | 96'000 | 96'000 | 96'276 | 96'276 | 204'881 CHF | 206'806 CHF | 100.00% | 100.00% |
19.11.2024 | 0.97% | 2.09 CHF | 2.11 CHF | 97'000 | 97'000 | 97'924 | 97'924 | 200'643 CHF | 202'601 CHF | 99.84% | 99.84% |
18.11.2024 | 0.97% | 2.05 CHF | 2.07 CHF | 98'000 | 98'000 | 97'902 | 97'902 | 201'027 CHF | 202'985 CHF | 100.00% | 100.00% |
15.11.2024 | 0.88% | 2.07 CHF | 2.09 CHF | 97'000 | 97'000 | 94'153 | 94'153 | 212'385 CHF | 214'268 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 2.52 CHF | 2.54 CHF | 90'000 | 90'000 | 89'816 | 89'816 | 225'836 CHF | 227'632 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 2.52 CHF | 2.54 CHF | 90'000 | 90'000 | 90'469 | 90'469 | 223'912 CHF | 225'721 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 2.55 CHF | 2.57 CHF | 89'000 | 89'000 | 89'469 | 89'469 | 227'076 CHF | 228'866 CHF | 99.86% | 99.86% |
11.11.2024 | 0.80% | 2.49 CHF | 2.51 CHF | 90'000 | 90'000 | 90'078 | 90'078 | 225'606 CHF | 227'408 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 2.45 CHF | 2.47 CHF | 91'000 | 91'000 | 91'382 | 91'382 | 221'311 CHF | 223'139 CHF | 98.88% | 98.88% |
07.11.2024 | 0.83% | 2.43 CHF | 2.45 CHF | 91'000 | 91'000 | 91'897 | 91'897 | 219'378 CHF | 221'216 CHF | 100.00% | 100.00% |