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 | 0.37% | 2.68 CHF | 2.69 CHF | 83'000 | 83'000 | 83'226 | 83'226 | 222'277 CHF | 223'110 CHF | 100.00% | 100.00% |
20.11.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 83'000 | 83'000 | 82'986 | 82'986 | 226'703 CHF | 227'533 CHF | 100.00% | 100.00% |
19.11.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 83'000 | 83'000 | 83'001 | 83'001 | 223'975 CHF | 224'805 CHF | 100.00% | 100.00% |
18.11.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 81'000 | 81'000 | 81'960 | 81'960 | 228'115 CHF | 228'934 CHF | 100.00% | 100.00% |
15.11.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 83'000 | 83'000 | 81'347 | 81'347 | 228'524 CHF | 229'337 CHF | 100.00% | 100.00% |
14.11.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 81'000 | 81'000 | 82'587 | 82'587 | 226'086 CHF | 226'912 CHF | 100.00% | 100.00% |
13.11.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 83'000 | 83'000 | 83'753 | 83'753 | 220'079 CHF | 220'916 CHF | 100.00% | 100.00% |
12.11.2024 | 0.38% | 2.56 CHF | 2.57 CHF | 84'000 | 84'000 | 83'164 | 83'164 | 221'361 CHF | 222'192 CHF | 99.85% | 99.85% |
11.11.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 81'000 | 81'000 | 81'068 | 81'068 | 228'502 CHF | 229'312 CHF | 99.67% | 99.67% |
08.11.2024 | 0.37% | 2.77 CHF | 2.78 CHF | 83'000 | 83'000 | 79'192 | 79'192 | 225'299 CHF | 226'112 CHF | 100.00% | 100.00% |