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% | 2.39 CHF | 2.40 CHF | 75'000 | 75'000 | 74'356 | 74'356 | 179'503 CHF | 180'248 CHF | 100.00% | 100.00% |
19.11.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 76'000 | 76'000 | 75'237 | 75'237 | 176'819 CHF | 177'573 CHF | 98.73% | 98.73% |
18.11.2024 | 0.45% | 2.36 CHF | 2.37 CHF | 76'000 | 76'000 | 76'899 | 76'899 | 172'240 CHF | 173'009 CHF | 100.00% | 100.00% |
15.11.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 77'000 | 77'000 | 77'430 | 77'430 | 176'086 CHF | 176'860 CHF | 70.94% | 70.94% |
14.11.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 76'000 | 76'000 | 75'595 | 75'595 | 176'746 CHF | 177'503 CHF | 100.00% | 100.00% |
13.11.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 77'000 | 77'000 | 76'526 | 76'526 | 173'881 CHF | 174'647 CHF | 99.69% | 99.69% |
12.11.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 78'000 | 78'000 | 76'307 | 76'307 | 175'062 CHF | 175'826 CHF | 100.00% | 100.00% |
11.11.2024 | 0.43% | 2.26 CHF | 2.27 CHF | 78'000 | 78'000 | 75'901 | 75'901 | 178'156 CHF | 178'916 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 2.43 CHF | 2.44 CHF | 76'000 | 76'000 | 74'439 | 74'439 | 186'023 CHF | 186'768 CHF | 100.00% | 100.00% |
07.11.2024 | 0.40% | 2.58 CHF | 2.59 CHF | 74'000 | 74'000 | 74'452 | 74'452 | 187'474 CHF | 188'219 CHF | 100.00% | 100.00% |