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 | 0.88% | 2.26 CHF | 2.28 CHF | 96'000 | 96'000 | 96'275 | 96'275 | 217'221 CHF | 219'147 CHF | 100.00% | 100.00% |
19.11.2024 | 0.85% | 2.30 CHF | 2.32 CHF | 97'000 | 97'000 | 97'924 | 97'924 | 228'742 CHF | 230'700 CHF | 99.87% | 99.87% |
18.11.2024 | 0.85% | 2.33 CHF | 2.35 CHF | 98'000 | 98'000 | 97'902 | 97'902 | 228'439 CHF | 230'398 CHF | 100.00% | 100.00% |
15.11.2024 | 0.93% | 2.32 CHF | 2.34 CHF | 97'000 | 97'000 | 94'153 | 94'153 | 201'129 CHF | 203'012 CHF | 100.00% | 100.00% |
14.11.2024 | 1.06% | 1.87 CHF | 1.89 CHF | 90'000 | 90'000 | 89'816 | 89'816 | 168'897 CHF | 170'693 CHF | 100.00% | 100.00% |
13.11.2024 | 1.04% | 1.88 CHF | 1.90 CHF | 90'000 | 90'000 | 90'469 | 90'469 | 173'743 CHF | 175'553 CHF | 100.00% | 100.00% |
12.11.2024 | 1.07% | 1.85 CHF | 1.87 CHF | 89'000 | 89'000 | 89'469 | 89'469 | 166'396 CHF | 168'186 CHF | 99.89% | 99.89% |
11.11.2024 | 1.05% | 1.91 CHF | 1.93 CHF | 90'000 | 90'000 | 90'078 | 90'078 | 170'588 CHF | 172'389 CHF | 100.00% | 100.00% |
08.11.2024 | 1.01% | 1.95 CHF | 1.97 CHF | 91'000 | 91'000 | 91'382 | 91'382 | 180'919 CHF | 182'747 CHF | 98.92% | 98.92% |
07.11.2024 | 0.99% | 1.97 CHF | 1.99 CHF | 91'000 | 91'000 | 91'897 | 91'897 | 185'182 CHF | 187'020 CHF | 100.00% | 100.00% |