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 | 0.34% | 2.95 CHF | 2.96 CHF | 75'000 | 75'000 | 74'359 | 74'359 | 220'424 CHF | 221'168 CHF | 100.00% | 100.00% |
19.11.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 76'000 | 76'000 | 75'224 | 75'224 | 218'069 CHF | 218'822 CHF | 98.73% | 98.73% |
18.11.2024 | 0.36% | 2.91 CHF | 2.92 CHF | 76'000 | 76'000 | 76'898 | 76'898 | 214'625 CHF | 215'394 CHF | 100.00% | 100.00% |
15.11.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 77'000 | 77'000 | 77'423 | 77'423 | 218'744 CHF | 219'518 CHF | 70.86% | 70.86% |
14.11.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 76'000 | 76'000 | 75'582 | 75'582 | 218'433 CHF | 219'190 CHF | 100.00% | 100.00% |
13.11.2024 | 0.36% | 2.83 CHF | 2.84 CHF | 77'000 | 77'000 | 76'527 | 76'527 | 215'838 CHF | 216'604 CHF | 99.72% | 99.72% |
12.11.2024 | 0.35% | 2.79 CHF | 2.80 CHF | 78'000 | 78'000 | 76'349 | 76'349 | 216'981 CHF | 217'746 CHF | 100.00% | 100.00% |
11.11.2024 | 0.35% | 2.80 CHF | 2.81 CHF | 78'000 | 78'000 | 75'827 | 75'827 | 219'390 CHF | 220'149 CHF | 100.00% | 100.00% |
08.11.2024 | 0.33% | 2.97 CHF | 2.98 CHF | 76'000 | 76'000 | 74'449 | 74'449 | 226'374 CHF | 227'119 CHF | 100.00% | 100.00% |
07.11.2024 | 0.33% | 3.12 CHF | 3.13 CHF | 74'000 | 74'000 | 74'394 | 74'394 | 227'724 CHF | 228'468 CHF | 100.00% | 100.00% |