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% | 2.60 CHF | 2.61 CHF | 75'000 | 75'000 | 74'383 | 74'383 | 194'886 CHF | 195'630 CHF | 100.00% | 100.00% |
19.11.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 76'000 | 76'000 | 75'237 | 75'237 | 192'280 CHF | 193'033 CHF | 98.73% | 98.73% |
18.11.2024 | 0.41% | 2.56 CHF | 2.57 CHF | 76'000 | 76'000 | 76'912 | 76'912 | 188'146 CHF | 188'916 CHF | 100.00% | 100.00% |
15.11.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 77'000 | 77'000 | 77'473 | 77'473 | 192'191 CHF | 192'966 CHF | 70.79% | 70.79% |
14.11.2024 | 0.40% | 2.55 CHF | 2.56 CHF | 76'000 | 76'000 | 75'608 | 75'608 | 192'403 CHF | 193'160 CHF | 100.00% | 100.00% |
13.11.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 77'000 | 77'000 | 76'525 | 76'525 | 189'580 CHF | 190'346 CHF | 99.82% | 99.82% |
12.11.2024 | 0.40% | 2.44 CHF | 2.45 CHF | 78'000 | 78'000 | 76'351 | 76'351 | 190'828 CHF | 191'592 CHF | 100.00% | 100.00% |
11.11.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 78'000 | 78'000 | 75'832 | 75'832 | 193'493 CHF | 194'252 CHF | 100.00% | 100.00% |
08.11.2024 | 0.37% | 2.63 CHF | 2.64 CHF | 76'000 | 76'000 | 74'449 | 74'449 | 201'139 CHF | 201'884 CHF | 100.00% | 100.00% |
07.11.2024 | 0.37% | 2.78 CHF | 2.79 CHF | 74'000 | 74'000 | 74'410 | 74'410 | 202'480 CHF | 203'225 CHF | 100.00% | 100.00% |