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% | 2.27 CHF | 2.28 CHF | 24'000 | 24'000 | 23'775 | 23'775 | 54'458 CHF | 54'696 CHF | 100.00% | 100.00% |
19.11.2024 | 0.43% | 2.28 CHF | 2.29 CHF | 24'000 | 24'000 | 23'772 | 23'772 | 55'666 CHF | 55'904 CHF | 98.92% | 98.92% |
18.11.2024 | 0.44% | 2.40 CHF | 2.41 CHF | 24'000 | 24'000 | 23'865 | 23'865 | 54'627 CHF | 54'866 CHF | 100.00% | 100.00% |
15.11.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 25'000 | 25'000 | 24'148 | 24'148 | 55'211 CHF | 55'453 CHF | 72.08% | 72.08% |
14.11.2024 | 0.43% | 2.40 CHF | 2.41 CHF | 24'000 | 24'000 | 23'774 | 23'774 | 55'619 CHF | 55'857 CHF | 100.00% | 100.00% |
13.11.2024 | 0.45% | 2.49 CHF | 2.50 CHF | 24'000 | 24'000 | 24'301 | 24'301 | 54'416 CHF | 54'660 CHF | 99.41% | 99.41% |
12.11.2024 | 0.36% | 2.47 CHF | 2.48 CHF | 24'000 | 24'000 | 22'818 | 22'818 | 63'245 CHF | 63'474 CHF | 100.00% | 100.00% |
11.11.2024 | 0.35% | 2.92 CHF | 2.93 CHF | 22'000 | 22'000 | 21'863 | 21'863 | 63'885 CHF | 64'104 CHF | 100.00% | 100.00% |
08.11.2024 | 0.36% | 2.83 CHF | 2.84 CHF | 23'000 | 23'000 | 22'785 | 22'785 | 63'953 CHF | 64'181 CHF | 100.00% | 100.00% |
07.11.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 23'000 | 23'000 | 22'784 | 22'784 | 64'764 CHF | 64'992 CHF | 100.00% | 100.00% |