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 | 0.45% | 2.21 CHF | 2.22 CHF | 43'000 | 43'000 | 42'491 | 42'491 | 93'483 CHF | 93'908 CHF | 100.00% | 100.00% |
19.11.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 42'000 | 42'000 | 42'740 | 42'740 | 94'145 CHF | 94'572 CHF | 100.00% | 100.00% |
18.11.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 42'000 | 42'000 | 41'908 | 41'908 | 90'372 CHF | 90'791 CHF | 100.00% | 100.00% |
15.11.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 42'000 | 42'000 | 41'303 | 41'303 | 88'648 CHF | 89'061 CHF | 100.00% | 100.00% |
14.11.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 42'000 | 42'000 | 42'134 | 42'134 | 91'956 CHF | 92'378 CHF | 100.00% | 100.00% |
13.11.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 91'342 CHF | 91'762 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 42'000 | 42'000 | 41'328 | 41'328 | 88'586 CHF | 88'999 CHF | 99.86% | 99.86% |
11.11.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 40'000 | 40'000 | 39'983 | 39'983 | 81'493 CHF | 81'892 CHF | 99.73% | 99.73% |
08.11.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 40'000 | 40'000 | 39'993 | 39'993 | 82'132 CHF | 82'532 CHF | 100.00% | 100.00% |
07.11.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 39'000 | 39'000 | 38'842 | 38'842 | 77'183 CHF | 77'571 CHF | 99.44% | 99.44% |