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 | 0.80% | 2.46 CHF | 2.48 CHF | 33'900 | 33'900 | 33'406 | 33'406 | 83'590 CHF | 84'259 CHF | 100.00% | 100.00% |
19.11.2024 | 0.82% | 2.47 CHF | 2.49 CHF | 33'900 | 33'900 | 33'563 | 33'563 | 82'897 CHF | 83'569 CHF | 98.93% | 98.93% |
18.11.2024 | 0.79% | 2.58 CHF | 2.60 CHF | 33'400 | 33'400 | 33'206 | 33'206 | 84'749 CHF | 85'414 CHF | 100.00% | 100.00% |
15.11.2024 | 0.77% | 2.54 CHF | 2.56 CHF | 33'600 | 33'600 | 33'483 | 33'483 | 86'327 CHF | 86'996 CHF | 72.19% | 72.19% |
14.11.2024 | 0.80% | 2.57 CHF | 2.59 CHF | 33'500 | 33'500 | 33'502 | 33'502 | 84'009 CHF | 84'680 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 2.43 CHF | 2.45 CHF | 34'200 | 34'200 | 34'124 | 34'124 | 81'917 CHF | 82'601 CHF | 99.28% | 99.28% |
12.11.2024 | 0.83% | 2.34 CHF | 2.36 CHF | 34'800 | 34'800 | 33'900 | 33'900 | 82'524 CHF | 83'203 CHF | 100.00% | 100.00% |
11.11.2024 | 0.78% | 2.57 CHF | 2.59 CHF | 33'500 | 33'500 | 33'100 | 33'100 | 85'614 CHF | 86'276 CHF | 100.00% | 100.00% |
08.11.2024 | 0.77% | 2.54 CHF | 2.56 CHF | 33'700 | 33'700 | 33'019 | 33'019 | 86'319 CHF | 86'980 CHF | 100.00% | 100.00% |
07.11.2024 | 0.69% | 2.93 CHF | 2.95 CHF | 31'800 | 31'800 | 31'533 | 31'533 | 92'269 CHF | 92'900 CHF | 100.00% | 100.00% |