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 | 0.40% | 2.45 CHF | 2.46 CHF | 83'000 | 83'000 | 82'986 | 82'986 | 207'432 CHF | 208'262 CHF | 100.00% | 100.00% |
19.11.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 83'000 | 83'000 | 83'001 | 83'001 | 204'651 CHF | 205'481 CHF | 100.00% | 100.00% |
18.11.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 81'000 | 81'000 | 81'960 | 81'960 | 209'083 CHF | 209'903 CHF | 100.00% | 100.00% |
15.11.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 83'000 | 83'000 | 81'347 | 81'347 | 209'653 CHF | 210'466 CHF | 100.00% | 100.00% |
14.11.2024 | 0.40% | 2.57 CHF | 2.58 CHF | 81'000 | 81'000 | 82'587 | 82'587 | 206'954 CHF | 207'780 CHF | 100.00% | 100.00% |
13.11.2024 | 0.42% | 2.43 CHF | 2.44 CHF | 83'000 | 83'000 | 83'754 | 83'754 | 200'667 CHF | 201'504 CHF | 100.00% | 100.00% |
12.11.2024 | 0.41% | 2.33 CHF | 2.34 CHF | 84'000 | 84'000 | 83'164 | 83'164 | 202'074 CHF | 202'906 CHF | 99.85% | 99.85% |
11.11.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 81'000 | 81'000 | 81'069 | 81'069 | 209'699 CHF | 210'510 CHF | 99.64% | 99.64% |
08.11.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 83'000 | 83'000 | 79'155 | 79'155 | 206'889 CHF | 207'701 CHF | 98.68% | 98.68% |
07.11.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 77'000 | 77'000 | 77'268 | 77'268 | 226'910 CHF | 227'683 CHF | 100.00% | 100.00% |