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 | 0.98% | 2.02 CHF | 2.04 CHF | 96'000 | 96'000 | 96'275 | 96'275 | 194'651 CHF | 196'577 CHF | 100.00% | 100.00% |
19.11.2024 | 0.95% | 2.06 CHF | 2.08 CHF | 97'000 | 97'000 | 97'924 | 97'924 | 205'740 CHF | 207'699 CHF | 99.91% | 99.91% |
18.11.2024 | 0.95% | 2.10 CHF | 2.12 CHF | 98'000 | 98'000 | 97'902 | 97'902 | 205'403 CHF | 207'361 CHF | 100.00% | 100.00% |
15.11.2024 | 1.05% | 2.08 CHF | 2.10 CHF | 97'000 | 97'000 | 94'153 | 94'153 | 179'020 CHF | 180'903 CHF | 100.00% | 100.00% |
14.11.2024 | 1.21% | 1.64 CHF | 1.66 CHF | 90'000 | 90'000 | 89'816 | 89'816 | 147'961 CHF | 149'758 CHF | 100.00% | 100.00% |
13.11.2024 | 1.18% | 1.64 CHF | 1.66 CHF | 90'000 | 90'000 | 90'469 | 90'469 | 152'644 CHF | 154'453 CHF | 100.00% | 100.00% |
12.11.2024 | 1.22% | 1.61 CHF | 1.63 CHF | 89'000 | 89'000 | 89'469 | 89'469 | 145'536 CHF | 147'325 CHF | 99.92% | 99.92% |
11.11.2024 | 1.20% | 1.67 CHF | 1.69 CHF | 90'000 | 90'000 | 90'078 | 90'078 | 149'498 CHF | 151'300 CHF | 100.00% | 100.00% |
08.11.2024 | 1.14% | 1.72 CHF | 1.74 CHF | 91'000 | 91'000 | 91'382 | 91'382 | 159'520 CHF | 161'347 CHF | 98.96% | 98.96% |
07.11.2024 | 1.12% | 1.74 CHF | 1.76 CHF | 91'000 | 91'000 | 91'897 | 91'897 | 163'623 CHF | 165'461 CHF | 100.00% | 100.00% |