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 | 0.51% | 2.01 CHF | 2.02 CHF | 77'000 | 77'000 | 34'914 | 34'914 | 69'494 CHF | 69'844 CHF | 99.33% | 99.33% |
19.11.2024 | 0.53% | 1.93 CHF | 1.94 CHF | 79'000 | 79'000 | 35'398 | 35'398 | 67'982 CHF | 68'338 CHF | 100.00% | 100.00% |
18.11.2024 | 0.54% | 1.92 CHF | 1.93 CHF | 79'000 | 79'000 | 35'390 | 35'390 | 67'118 CHF | 67'473 CHF | 99.78% | 99.78% |
15.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 78'000 | 78'000 | 35'229 | 35'229 | 68'427 CHF | 68'780 CHF | 99.90% | 99.90% |
14.11.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 78'000 | 78'000 | 35'066 | 35'066 | 69'198 CHF | 69'549 CHF | 98.53% | 98.53% |
13.11.2024 | 0.51% | 2.00 CHF | 2.01 CHF | 78'000 | 78'000 | 35'242 | 35'242 | 69'902 CHF | 70'255 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 78'000 | 78'000 | 34'999 | 34'999 | 69'845 CHF | 70'195 CHF | 99.88% | 99.88% |
11.11.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 77'000 | 77'000 | 34'746 | 34'746 | 70'534 CHF | 70'882 CHF | 99.90% | 99.90% |
08.11.2024 | 0.51% | 2.04 CHF | 2.05 CHF | 77'000 | 77'000 | 35'022 | 35'022 | 70'603 CHF | 70'954 CHF | 99.05% | 99.05% |
07.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 78'000 | 78'000 | 34'958 | 34'958 | 70'053 CHF | 70'404 CHF | 99.90% | 99.90% |