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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 43'000 | 43'000 | 43'648 | 43'648 | 109'770 CHF | 110'207 CHF | 100.00% | 100.00% |
20.11.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 43'000 | 43'000 | 42'491 | 42'491 | 104'032 CHF | 104'457 CHF | 100.00% | 100.00% |
19.11.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 42'000 | 42'000 | 42'740 | 42'740 | 104'718 CHF | 105'146 CHF | 100.00% | 100.00% |
18.11.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 42'000 | 42'000 | 41'908 | 41'908 | 100'748 CHF | 101'167 CHF | 100.00% | 100.00% |
15.11.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 42'000 | 42'000 | 41'303 | 41'303 | 98'816 CHF | 99'229 CHF | 100.00% | 100.00% |
14.11.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 42'000 | 42'000 | 42'134 | 42'134 | 102'365 CHF | 102'786 CHF | 100.00% | 100.00% |
13.11.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 101'758 CHF | 102'178 CHF | 100.00% | 100.00% |
12.11.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 42'000 | 42'000 | 41'327 | 41'327 | 98'799 CHF | 99'213 CHF | 99.85% | 99.85% |
11.11.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 40'000 | 40'000 | 39'983 | 39'983 | 91'391 CHF | 91'791 CHF | 99.69% | 99.69% |
08.11.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 40'000 | 40'000 | 39'992 | 39'992 | 91'944 CHF | 92'344 CHF | 100.00% | 100.00% |