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 | 0.52% | 1.93 CHF | 1.94 CHF | 43'000 | 43'000 | 42'491 | 42'491 | 81'179 CHF | 81'604 CHF | 100.00% | 100.00% |
19.11.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 42'000 | 42'000 | 42'740 | 42'740 | 81'837 CHF | 82'264 CHF | 100.00% | 100.00% |
18.11.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 42'000 | 42'000 | 41'908 | 41'908 | 78'261 CHF | 78'680 CHF | 100.00% | 100.00% |
15.11.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 42'000 | 42'000 | 41'303 | 41'303 | 76'629 CHF | 77'042 CHF | 100.00% | 100.00% |
14.11.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 42'000 | 42'000 | 42'134 | 42'134 | 79'822 CHF | 80'243 CHF | 100.00% | 100.00% |
13.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 79'230 CHF | 79'650 CHF | 100.00% | 100.00% |
12.11.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 42'000 | 42'000 | 41'327 | 41'327 | 76'652 CHF | 77'066 CHF | 99.85% | 99.85% |
11.11.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 40'000 | 40'000 | 39'983 | 39'983 | 69'894 CHF | 70'294 CHF | 99.68% | 99.68% |
08.11.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 40'000 | 40'000 | 39'992 | 39'992 | 70'509 CHF | 70'908 CHF | 98.79% | 98.79% |
07.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 39'000 | 39'000 | 38'842 | 38'842 | 65'889 CHF | 66'278 CHF | 99.44% | 99.44% |