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 | 0.44% | 2.22 CHF | 2.23 CHF | 83'000 | 83'000 | 82'986 | 82'986 | 188'230 CHF | 189'060 CHF | 100.00% | 100.00% |
19.11.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 83'000 | 83'000 | 83'001 | 83'001 | 185'424 CHF | 186'254 CHF | 100.00% | 100.00% |
18.11.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 81'000 | 81'000 | 81'960 | 81'960 | 190'131 CHF | 190'951 CHF | 100.00% | 100.00% |
15.11.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 83'000 | 83'000 | 81'347 | 81'347 | 190'786 CHF | 191'600 CHF | 100.00% | 100.00% |
14.11.2024 | 0.44% | 2.34 CHF | 2.35 CHF | 81'000 | 81'000 | 82'587 | 82'587 | 187'787 CHF | 188'613 CHF | 100.00% | 100.00% |
13.11.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 83'000 | 83'000 | 83'754 | 83'754 | 181'227 CHF | 182'065 CHF | 100.00% | 100.00% |
12.11.2024 | 0.45% | 2.10 CHF | 2.11 CHF | 84'000 | 84'000 | 83'164 | 83'164 | 182'830 CHF | 183'661 CHF | 99.85% | 99.85% |
11.11.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 81'000 | 81'000 | 81'069 | 81'069 | 190'946 CHF | 191'757 CHF | 99.66% | 99.66% |
08.11.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 83'000 | 83'000 | 79'157 | 79'157 | 188'573 CHF | 189'385 CHF | 98.77% | 98.77% |
07.11.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 77'000 | 77'000 | 77'267 | 77'267 | 209'016 CHF | 209'789 CHF | 100.00% | 100.00% |