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 | 0.84% | 2.39 CHF | 2.41 CHF | 96'000 | 96'000 | 96'275 | 96'275 | 229'570 CHF | 231'496 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 2.43 CHF | 2.45 CHF | 97'000 | 97'000 | 97'924 | 97'924 | 241'272 CHF | 243'230 CHF | 99.90% | 99.90% |
18.11.2024 | 0.81% | 2.46 CHF | 2.48 CHF | 98'000 | 98'000 | 97'904 | 97'904 | 240'913 CHF | 242'872 CHF | 100.00% | 100.00% |
15.11.2024 | 0.88% | 2.45 CHF | 2.47 CHF | 97'000 | 97'000 | 94'153 | 94'153 | 213'237 CHF | 215'120 CHF | 100.00% | 100.00% |
14.11.2024 | 0.99% | 2.00 CHF | 2.02 CHF | 90'000 | 90'000 | 89'816 | 89'816 | 180'563 CHF | 182'359 CHF | 100.00% | 100.00% |
13.11.2024 | 0.97% | 2.01 CHF | 2.03 CHF | 90'000 | 90'000 | 90'469 | 90'469 | 185'475 CHF | 187'285 CHF | 100.00% | 100.00% |
12.11.2024 | 1.00% | 1.98 CHF | 2.00 CHF | 89'000 | 89'000 | 89'469 | 89'469 | 178'024 CHF | 179'813 CHF | 99.91% | 99.91% |
11.11.2024 | 0.98% | 2.04 CHF | 2.06 CHF | 90'000 | 90'000 | 90'078 | 90'078 | 182'286 CHF | 184'087 CHF | 100.00% | 100.00% |
08.11.2024 | 0.94% | 2.08 CHF | 2.10 CHF | 91'000 | 91'000 | 91'382 | 91'382 | 192'734 CHF | 194'562 CHF | 98.97% | 98.97% |
07.11.2024 | 0.93% | 2.10 CHF | 2.12 CHF | 91'000 | 91'000 | 91'897 | 91'897 | 197'084 CHF | 198'922 CHF | 100.00% | 100.00% |