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 | 0.91% | 2.16 CHF | 2.18 CHF | 33'900 | 33'900 | 33'406 | 33'406 | 73'542 CHF | 74'211 CHF | 100.00% | 100.00% |
19.11.2024 | 0.93% | 2.16 CHF | 2.18 CHF | 33'900 | 33'900 | 33'558 | 33'558 | 72'799 CHF | 73'471 CHF | 98.93% | 98.93% |
18.11.2024 | 0.89% | 2.28 CHF | 2.30 CHF | 33'400 | 33'400 | 33'206 | 33'206 | 74'759 CHF | 75'424 CHF | 100.00% | 100.00% |
15.11.2024 | 0.87% | 2.24 CHF | 2.26 CHF | 33'600 | 33'600 | 33'473 | 33'473 | 76'216 CHF | 76'885 CHF | 71.92% | 71.92% |
14.11.2024 | 0.91% | 2.27 CHF | 2.29 CHF | 33'500 | 33'500 | 33'497 | 33'497 | 73'912 CHF | 74'583 CHF | 100.00% | 100.00% |
13.11.2024 | 0.96% | 2.13 CHF | 2.15 CHF | 34'200 | 34'200 | 34'124 | 34'124 | 71'680 CHF | 72'364 CHF | 99.30% | 99.30% |
12.11.2024 | 0.94% | 2.03 CHF | 2.05 CHF | 34'800 | 34'800 | 33'897 | 33'897 | 72'313 CHF | 72'992 CHF | 100.00% | 100.00% |
11.11.2024 | 0.88% | 2.27 CHF | 2.29 CHF | 33'500 | 33'500 | 33'103 | 33'103 | 75'683 CHF | 76'345 CHF | 100.00% | 100.00% |
08.11.2024 | 0.87% | 2.24 CHF | 2.26 CHF | 33'700 | 33'700 | 33'019 | 33'019 | 76'412 CHF | 77'073 CHF | 100.00% | 100.00% |
07.11.2024 | 0.77% | 2.63 CHF | 2.65 CHF | 31'800 | 31'800 | 31'535 | 31'535 | 82'777 CHF | 83'408 CHF | 100.00% | 100.00% |