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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 52'000 | 52'000 | 52'067 | 52'067 | 136'365 CHF | 136'886 CHF | 100.00% | 100.00% |
20.11.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 53'000 | 53'000 | 53'000 | 53'000 | 133'198 CHF | 133'728 CHF | 100.00% | 100.00% |
19.11.2024 | 0.39% | 2.50 CHF | 2.51 CHF | 53'000 | 53'000 | 52'377 | 52'377 | 134'297 CHF | 134'820 CHF | 99.85% | 99.85% |
18.11.2024 | 0.40% | 2.62 CHF | 2.63 CHF | 52'000 | 52'000 | 52'843 | 52'843 | 132'602 CHF | 133'131 CHF | 100.00% | 100.00% |
15.11.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 53'000 | 53'000 | 53'066 | 53'066 | 132'890 CHF | 133'421 CHF | 100.00% | 100.00% |
14.11.2024 | 0.39% | 2.62 CHF | 2.63 CHF | 52'000 | 52'000 | 52'697 | 52'697 | 134'989 CHF | 135'516 CHF | 100.00% | 100.00% |
13.11.2024 | 0.41% | 2.71 CHF | 2.72 CHF | 52'000 | 52'000 | 53'301 | 53'301 | 131'099 CHF | 131'632 CHF | 100.00% | 100.00% |
12.11.2024 | 0.33% | 2.69 CHF | 2.70 CHF | 52'000 | 52'000 | 49'973 | 49'973 | 149'890 CHF | 150'390 CHF | 98.74% | 98.74% |
11.11.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 154'233 CHF | 154'723 CHF | 100.00% | 100.00% |
08.11.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 49'000 | 49'000 | 49'781 | 49'781 | 150'896 CHF | 151'394 CHF | 98.88% | 98.88% |