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 | 0.48% | 2.11 CHF | 2.12 CHF | 43'000 | 43'000 | 42'491 | 42'491 | 89'063 CHF | 89'488 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 42'000 | 42'000 | 42'740 | 42'740 | 89'705 CHF | 90'133 CHF | 100.00% | 100.00% |
18.11.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 42'000 | 42'000 | 41'908 | 41'908 | 86'011 CHF | 86'430 CHF | 100.00% | 100.00% |
15.11.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 42'000 | 42'000 | 41'303 | 41'303 | 84'282 CHF | 84'695 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 42'000 | 42'000 | 42'134 | 42'134 | 87'569 CHF | 87'991 CHF | 100.00% | 100.00% |
13.11.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 86'990 CHF | 87'410 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 42'000 | 42'000 | 41'327 | 41'327 | 84'287 CHF | 84'700 CHF | 99.85% | 99.85% |
11.11.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 40'000 | 40'000 | 39'983 | 39'983 | 77'332 CHF | 77'732 CHF | 99.69% | 99.69% |
08.11.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 40'000 | 40'000 | 39'992 | 39'992 | 77'868 CHF | 78'268 CHF | 100.00% | 100.00% |
07.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 39'000 | 39'000 | 38'842 | 38'842 | 73'116 CHF | 73'504 CHF | 99.44% | 99.44% |