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 | 0.49% | 1.98 CHF | 1.99 CHF | 83'000 | 83'000 | 82'986 | 82'986 | 168'408 CHF | 169'238 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 83'000 | 83'000 | 83'015 | 83'015 | 165'714 CHF | 166'545 CHF | 100.00% | 100.00% |
18.11.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 81'000 | 81'000 | 81'960 | 81'960 | 170'557 CHF | 171'377 CHF | 100.00% | 100.00% |
15.11.2024 | 0.47% | 2.07 CHF | 2.08 CHF | 83'000 | 83'000 | 81'347 | 81'347 | 171'398 CHF | 172'211 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 2.10 CHF | 2.11 CHF | 81'000 | 81'000 | 82'676 | 82'676 | 168'321 CHF | 169'148 CHF | 100.00% | 100.00% |
13.11.2024 | 0.52% | 1.96 CHF | 1.97 CHF | 83'000 | 83'000 | 84'509 | 84'509 | 162'803 CHF | 163'648 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 1.86 CHF | 1.87 CHF | 85'000 | 85'000 | 83'328 | 83'328 | 163'377 CHF | 164'210 CHF | 99.85% | 99.85% |
11.11.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 81'000 | 81'000 | 81'069 | 81'069 | 171'574 CHF | 172'384 CHF | 99.67% | 99.67% |
08.11.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 83'000 | 83'000 | 79'157 | 79'157 | 169'695 CHF | 170'507 CHF | 98.78% | 98.78% |
07.11.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 77'000 | 77'000 | 77'268 | 77'268 | 190'454 CHF | 191'227 CHF | 100.00% | 100.00% |