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 | 0.36% | 2.73 CHF | 2.74 CHF | 53'000 | 53'000 | 53'000 | 53'000 | 145'388 CHF | 145'918 CHF | 100.00% | 100.00% |
19.11.2024 | 0.36% | 2.73 CHF | 2.74 CHF | 53'000 | 53'000 | 52'377 | 52'377 | 146'292 CHF | 146'815 CHF | 99.85% | 99.85% |
18.11.2024 | 0.36% | 2.85 CHF | 2.86 CHF | 52'000 | 52'000 | 52'843 | 52'843 | 144'756 CHF | 145'285 CHF | 100.00% | 100.00% |
15.11.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 53'000 | 53'000 | 53'066 | 53'066 | 145'026 CHF | 145'557 CHF | 100.00% | 100.00% |
14.11.2024 | 0.36% | 2.85 CHF | 2.86 CHF | 52'000 | 52'000 | 52'696 | 52'696 | 147'071 CHF | 147'598 CHF | 100.00% | 100.00% |
13.11.2024 | 0.37% | 2.94 CHF | 2.95 CHF | 52'000 | 52'000 | 53'300 | 53'300 | 143'357 CHF | 143'890 CHF | 100.00% | 100.00% |
12.11.2024 | 0.31% | 2.92 CHF | 2.93 CHF | 52'000 | 52'000 | 49'973 | 49'973 | 161'333 CHF | 161'833 CHF | 98.74% | 98.74% |
11.11.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 165'460 CHF | 165'950 CHF | 100.00% | 100.00% |
08.11.2024 | 0.31% | 3.29 CHF | 3.30 CHF | 49'000 | 49'000 | 49'781 | 49'781 | 162'285 CHF | 162'782 CHF | 98.92% | 98.92% |
07.11.2024 | 0.30% | 3.27 CHF | 3.28 CHF | 50'000 | 50'000 | 49'122 | 49'122 | 161'922 CHF | 162'413 CHF | 100.00% | 100.00% |