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 | 0.40% | 2.53 CHF | 2.54 CHF | 75'000 | 75'000 | 74'384 | 74'384 | 189'728 CHF | 190'473 CHF | 100.00% | 100.00% |
19.11.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 76'000 | 76'000 | 75'234 | 75'234 | 187'069 CHF | 187'822 CHF | 98.73% | 98.73% |
18.11.2024 | 0.42% | 2.49 CHF | 2.50 CHF | 76'000 | 76'000 | 76'913 | 76'913 | 182'803 CHF | 183'573 CHF | 100.00% | 100.00% |
15.11.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 77'000 | 77'000 | 77'471 | 77'471 | 186'802 CHF | 187'577 CHF | 70.80% | 70.80% |
14.11.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 76'000 | 76'000 | 75'607 | 75'607 | 187'137 CHF | 187'894 CHF | 100.00% | 100.00% |
13.11.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 77'000 | 77'000 | 76'532 | 76'532 | 184'307 CHF | 185'073 CHF | 99.84% | 99.84% |
12.11.2024 | 0.41% | 2.38 CHF | 2.39 CHF | 78'000 | 78'000 | 76'353 | 76'353 | 185'562 CHF | 186'327 CHF | 100.00% | 100.00% |
11.11.2024 | 0.41% | 2.39 CHF | 2.40 CHF | 78'000 | 78'000 | 75'816 | 75'816 | 188'230 CHF | 188'988 CHF | 100.00% | 100.00% |
08.11.2024 | 0.38% | 2.57 CHF | 2.58 CHF | 76'000 | 76'000 | 74'452 | 74'452 | 196'072 CHF | 196'817 CHF | 100.00% | 100.00% |
07.11.2024 | 0.38% | 2.71 CHF | 2.72 CHF | 74'000 | 74'000 | 74'392 | 74'392 | 197'336 CHF | 198'080 CHF | 100.00% | 100.00% |