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 | 0.43% | 2.30 CHF | 2.31 CHF | 83'000 | 83'000 | 82'986 | 82'986 | 194'779 CHF | 195'609 CHF | 100.00% | 100.00% |
19.11.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 83'000 | 83'000 | 83'001 | 83'001 | 191'952 CHF | 192'782 CHF | 100.00% | 100.00% |
18.11.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 81'000 | 81'000 | 81'960 | 81'960 | 196'634 CHF | 197'453 CHF | 100.00% | 100.00% |
15.11.2024 | 0.41% | 2.38 CHF | 2.39 CHF | 83'000 | 83'000 | 81'347 | 81'347 | 197'256 CHF | 198'070 CHF | 100.00% | 100.00% |
14.11.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 81'000 | 81'000 | 82'587 | 82'587 | 194'338 CHF | 195'164 CHF | 100.00% | 100.00% |
13.11.2024 | 0.45% | 2.27 CHF | 2.28 CHF | 83'000 | 83'000 | 83'753 | 83'753 | 187'793 CHF | 188'630 CHF | 100.00% | 100.00% |
12.11.2024 | 0.44% | 2.18 CHF | 2.19 CHF | 84'000 | 84'000 | 83'164 | 83'164 | 189'324 CHF | 190'155 CHF | 99.86% | 99.86% |
11.11.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 81'000 | 81'000 | 81'068 | 81'068 | 197'356 CHF | 198'167 CHF | 99.71% | 99.71% |
08.11.2024 | 0.43% | 2.38 CHF | 2.39 CHF | 83'000 | 83'000 | 79'192 | 79'192 | 194'909 CHF | 195'721 CHF | 100.00% | 100.00% |
07.11.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 77'000 | 77'000 | 77'268 | 77'268 | 215'274 CHF | 216'046 CHF | 100.00% | 100.00% |