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 | 0.69% | 2.62 CHF | 2.63 CHF | 58'000 | 58'000 | 26'195 | 26'195 | 68'365 CHF | 68'765 CHF | 99.06% | 99.06% |
19.11.2024 | 0.69% | 2.60 CHF | 2.61 CHF | 58'000 | 58'000 | 26'256 | 26'256 | 68'315 CHF | 68'715 CHF | 100.00% | 100.00% |
18.11.2024 | 0.66% | 2.67 CHF | 2.68 CHF | 57'000 | 57'000 | 25'888 | 25'888 | 69'728 CHF | 70'122 CHF | 99.87% | 99.87% |
15.11.2024 | 0.68% | 2.71 CHF | 2.72 CHF | 57'000 | 57'000 | 26'024 | 26'024 | 69'372 CHF | 69'770 CHF | 99.72% | 99.72% |
14.11.2024 | 0.66% | 2.73 CHF | 2.74 CHF | 57'000 | 57'000 | 25'345 | 25'345 | 69'798 CHF | 70'181 CHF | 98.66% | 98.66% |
13.11.2024 | 0.66% | 2.78 CHF | 2.79 CHF | 56'000 | 56'000 | 25'775 | 25'775 | 70'317 CHF | 70'710 CHF | 100.00% | 100.00% |
12.11.2024 | 0.65% | 2.71 CHF | 2.72 CHF | 57'000 | 57'000 | 25'584 | 25'584 | 70'487 CHF | 70'875 CHF | 99.88% | 99.88% |
11.11.2024 | 0.67% | 2.76 CHF | 2.77 CHF | 57'000 | 57'000 | 25'418 | 25'418 | 69'954 CHF | 70'343 CHF | 99.76% | 99.76% |
08.11.2024 | 0.69% | 2.69 CHF | 2.70 CHF | 58'000 | 58'000 | 26'549 | 26'549 | 69'332 CHF | 69'735 CHF | 98.52% | 98.52% |
07.11.2024 | 0.67% | 2.61 CHF | 2.62 CHF | 59'000 | 59'000 | 26'261 | 26'261 | 70'306 CHF | 70'705 CHF | 100.00% | 100.00% |