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 | 0.34% | 2.96 CHF | 2.97 CHF | 54'000 | 54'000 | 52'676 | 52'676 | 155'902 CHF | 156'429 CHF | 100.00% | 100.00% |
19.11.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 55'000 | 55'000 | 53'531 | 53'531 | 155'705 CHF | 156'240 CHF | 100.00% | 100.00% |
18.11.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 55'000 | 55'000 | 53'568 | 53'568 | 154'087 CHF | 154'623 CHF | 100.00% | 100.00% |
15.11.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 56'000 | 56'000 | 54'118 | 54'118 | 153'206 CHF | 153'747 CHF | 100.00% | 100.00% |
14.11.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 56'000 | 56'000 | 54'754 | 54'754 | 151'142 CHF | 151'690 CHF | 99.33% | 99.33% |
13.11.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 56'000 | 56'000 | 54'448 | 54'448 | 152'579 CHF | 153'123 CHF | 100.00% | 100.00% |
12.11.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 56'000 | 56'000 | 55'307 | 55'307 | 155'515 CHF | 156'069 CHF | 68.32% | 100.00% |
11.11.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 55'000 | 55'000 | 52'700 | 52'700 | 156'111 CHF | 156'638 CHF | 99.93% | 99.93% |
08.11.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 54'000 | 54'000 | 51'727 | 51'727 | 158'833 CHF | 159'351 CHF | 100.00% | 100.00% |
07.11.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 51'000 | 51'000 | 49'705 | 49'705 | 164'043 CHF | 164'540 CHF | 98.53% | 98.53% |