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 | 0.42% | 2.44 CHF | 2.45 CHF | 57'200 | 57'200 | 56'097 | 56'097 | 134'429 CHF | 134'990 CHF | 100.00% | 100.00% |
19.11.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 59'600 | 59'600 | 59'311 | 59'311 | 141'672 CHF | 142'265 CHF | 100.00% | 100.00% |
18.11.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 58'900 | 58'900 | 58'541 | 58'541 | 131'521 CHF | 132'106 CHF | 100.00% | 100.00% |
15.11.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 55'700 | 55'700 | 55'636 | 55'636 | 122'540 CHF | 123'096 CHF | 100.00% | 100.00% |
14.11.2024 | 0.42% | 2.28 CHF | 2.29 CHF | 51'700 | 51'700 | 51'859 | 51'859 | 123'038 CHF | 123'556 CHF | 99.35% | 99.35% |
13.11.2024 | 0.41% | 2.54 CHF | 2.55 CHF | 60'000 | 60'000 | 58'733 | 58'733 | 142'229 CHF | 142'816 CHF | 100.00% | 100.00% |
12.11.2024 | 0.45% | 2.30 CHF | 2.31 CHF | 60'400 | 60'400 | 59'417 | 59'417 | 131'240 CHF | 131'834 CHF | 100.00% | 100.00% |
11.11.2024 | 0.45% | 2.15 CHF | 2.16 CHF | 58'100 | 58'100 | 57'990 | 57'990 | 127'483 CHF | 128'063 CHF | 99.93% | 99.93% |
08.11.2024 | 0.45% | 2.29 CHF | 2.30 CHF | 64'800 | 64'800 | 63'741 | 63'741 | 142'643 CHF | 143'280 CHF | 100.00% | 100.00% |
07.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 56'500 | 56'500 | 56'320 | 56'320 | 111'786 CHF | 112'349 CHF | 100.00% | 100.00% |