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 | 0.42% | 2.38 CHF | 2.39 CHF | 53'000 | 53'000 | 53'000 | 53'000 | 126'900 CHF | 127'430 CHF | 100.00% | 100.00% |
19.11.2024 | 0.41% | 2.38 CHF | 2.39 CHF | 53'000 | 53'000 | 52'377 | 52'377 | 128'102 CHF | 128'626 CHF | 99.90% | 99.90% |
18.11.2024 | 0.42% | 2.50 CHF | 2.51 CHF | 52'000 | 52'000 | 52'843 | 52'843 | 126'337 CHF | 126'865 CHF | 100.00% | 100.00% |
15.11.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 53'000 | 53'000 | 53'066 | 53'066 | 126'592 CHF | 127'123 CHF | 100.00% | 100.00% |
14.11.2024 | 0.41% | 2.50 CHF | 2.51 CHF | 52'000 | 52'000 | 52'697 | 52'697 | 128'768 CHF | 129'295 CHF | 100.00% | 100.00% |
13.11.2024 | 0.43% | 2.59 CHF | 2.60 CHF | 52'000 | 52'000 | 53'300 | 53'300 | 124'751 CHF | 125'284 CHF | 100.00% | 100.00% |
12.11.2024 | 0.35% | 2.57 CHF | 2.58 CHF | 52'000 | 52'000 | 49'992 | 49'992 | 143'969 CHF | 144'469 CHF | 99.78% | 99.78% |
11.11.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 148'606 CHF | 149'096 CHF | 100.00% | 100.00% |
08.11.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 49'000 | 49'000 | 49'781 | 49'781 | 145'156 CHF | 145'654 CHF | 98.95% | 98.95% |
07.11.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 50'000 | 50'000 | 49'122 | 49'122 | 144'990 CHF | 145'481 CHF | 100.00% | 100.00% |