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 | 0.39% | 2.54 CHF | 2.55 CHF | 83'000 | 83'000 | 82'986 | 82'986 | 214'603 CHF | 215'433 CHF | 100.00% | 100.00% |
19.11.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 83'000 | 83'000 | 83'001 | 83'001 | 211'821 CHF | 212'651 CHF | 100.00% | 100.00% |
18.11.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 81'000 | 81'000 | 81'960 | 81'960 | 216'193 CHF | 217'013 CHF | 100.00% | 100.00% |
15.11.2024 | 0.37% | 2.62 CHF | 2.63 CHF | 83'000 | 83'000 | 81'347 | 81'347 | 216'657 CHF | 217'471 CHF | 100.00% | 100.00% |
14.11.2024 | 0.39% | 2.66 CHF | 2.67 CHF | 81'000 | 81'000 | 82'587 | 82'587 | 214'036 CHF | 214'862 CHF | 100.00% | 100.00% |
13.11.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 83'000 | 83'000 | 83'754 | 83'754 | 207'786 CHF | 208'624 CHF | 100.00% | 100.00% |
12.11.2024 | 0.40% | 2.41 CHF | 2.42 CHF | 84'000 | 84'000 | 83'164 | 83'164 | 209'189 CHF | 210'020 CHF | 99.86% | 99.86% |
11.11.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 81'000 | 81'000 | 81'069 | 81'069 | 216'690 CHF | 217'501 CHF | 99.66% | 99.66% |
08.11.2024 | 0.39% | 2.62 CHF | 2.63 CHF | 83'000 | 83'000 | 79'156 | 79'156 | 213'758 CHF | 214'570 CHF | 98.75% | 98.75% |
07.11.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 77'000 | 77'000 | 77'268 | 77'268 | 233'710 CHF | 234'482 CHF | 100.00% | 100.00% |