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 | 0.38% | 2.61 CHF | 2.62 CHF | 94'000 | 94'000 | 93'114 | 93'114 | 245'560 CHF | 246'491 CHF | 100.00% | 100.00% |
19.11.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 93'000 | 93'000 | 93'519 | 93'519 | 244'692 CHF | 245'627 CHF | 100.00% | 100.00% |
18.11.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 92'000 | 92'000 | 92'630 | 92'630 | 246'693 CHF | 247'620 CHF | 100.00% | 100.00% |
15.11.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 93'000 | 93'000 | 92'597 | 92'597 | 245'657 CHF | 246'583 CHF | 100.00% | 100.00% |
14.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 93'000 | 93'000 | 93'649 | 93'649 | 243'526 CHF | 244'463 CHF | 99.33% | 99.33% |
13.11.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 96'000 | 96'000 | 95'676 | 95'676 | 237'522 CHF | 238'479 CHF | 100.00% | 100.00% |
12.11.2024 | 0.39% | 2.46 CHF | 2.47 CHF | 96'000 | 96'000 | 94'583 | 94'583 | 241'117 CHF | 242'063 CHF | 100.00% | 100.00% |
11.11.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 93'000 | 93'000 | 93'007 | 93'007 | 244'283 CHF | 245'213 CHF | 99.93% | 99.93% |
08.11.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 94'000 | 94'000 | 92'901 | 92'901 | 245'573 CHF | 246'502 CHF | 100.00% | 100.00% |
07.11.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 91'000 | 91'000 | 91'390 | 91'390 | 247'773 CHF | 248'686 CHF | 100.00% | 100.00% |