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 | 0.46% | 2.19 CHF | 2.20 CHF | 75'000 | 75'000 | 74'371 | 74'371 | 164'224 CHF | 164'968 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 76'000 | 76'000 | 75'249 | 75'249 | 161'402 CHF | 162'156 CHF | 98.73% | 98.73% |
18.11.2024 | 0.50% | 2.15 CHF | 2.16 CHF | 76'000 | 76'000 | 76'910 | 76'910 | 156'433 CHF | 157'203 CHF | 100.00% | 100.00% |
15.11.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 77'000 | 77'000 | 77'473 | 77'473 | 160'185 CHF | 160'960 CHF | 70.83% | 70.83% |
14.11.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 76'000 | 76'000 | 75'595 | 75'595 | 161'127 CHF | 161'884 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 77'000 | 77'000 | 76'529 | 76'529 | 158'190 CHF | 158'956 CHF | 99.83% | 99.83% |
12.11.2024 | 0.48% | 2.04 CHF | 2.05 CHF | 78'000 | 78'000 | 76'354 | 76'354 | 159'546 CHF | 160'310 CHF | 100.00% | 100.00% |
11.11.2024 | 0.47% | 2.05 CHF | 2.06 CHF | 78'000 | 78'000 | 75'819 | 75'819 | 162'467 CHF | 163'226 CHF | 100.00% | 100.00% |
08.11.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 76'000 | 76'000 | 74'451 | 74'451 | 170'977 CHF | 171'722 CHF | 100.00% | 100.00% |
07.11.2024 | 0.44% | 2.38 CHF | 2.39 CHF | 74'000 | 74'000 | 74'388 | 74'388 | 172'186 CHF | 172'931 CHF | 100.00% | 100.00% |