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 | 0.39% | 2.59 CHF | 2.60 CHF | 43'000 | 43'000 | 42'491 | 42'491 | 109'434 CHF | 109'859 CHF | 100.00% | 100.00% |
19.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 42'000 | 42'000 | 42'740 | 42'740 | 110'217 CHF | 110'644 CHF | 100.00% | 100.00% |
18.11.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 42'000 | 42'000 | 41'908 | 41'908 | 106'150 CHF | 106'569 CHF | 100.00% | 100.00% |
15.11.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 42'000 | 42'000 | 41'303 | 41'303 | 104'116 CHF | 104'529 CHF | 100.00% | 100.00% |
14.11.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 42'000 | 42'000 | 42'134 | 42'134 | 107'793 CHF | 108'215 CHF | 100.00% | 100.00% |
13.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 107'156 CHF | 107'576 CHF | 100.00% | 100.00% |
12.11.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 42'000 | 42'000 | 41'327 | 41'327 | 104'136 CHF | 104'549 CHF | 99.85% | 99.85% |
11.11.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 40'000 | 40'000 | 39'983 | 39'983 | 96'539 CHF | 96'939 CHF | 99.72% | 99.72% |
08.11.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 40'000 | 40'000 | 39'992 | 39'992 | 97'142 CHF | 97'542 CHF | 100.00% | 100.00% |
07.11.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 39'000 | 39'000 | 38'842 | 38'842 | 91'812 CHF | 92'200 CHF | 99.44% | 99.44% |