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 | 0.42% | 2.41 CHF | 2.42 CHF | 43'000 | 43'000 | 42'491 | 42'491 | 101'835 CHF | 102'260 CHF | 100.00% | 100.00% |
19.11.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 42'000 | 42'000 | 42'740 | 42'740 | 102'523 CHF | 102'951 CHF | 100.00% | 100.00% |
18.11.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 42'000 | 42'000 | 41'908 | 41'908 | 98'631 CHF | 99'050 CHF | 100.00% | 100.00% |
15.11.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 42'000 | 42'000 | 41'303 | 41'303 | 96'730 CHF | 97'143 CHF | 100.00% | 100.00% |
14.11.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 42'000 | 42'000 | 42'134 | 42'134 | 100'209 CHF | 100'630 CHF | 100.00% | 100.00% |
13.11.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 99'638 CHF | 100'058 CHF | 100.00% | 100.00% |
12.11.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 42'000 | 42'000 | 41'327 | 41'327 | 96'693 CHF | 97'107 CHF | 99.87% | 99.87% |
11.11.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 40'000 | 40'000 | 39'983 | 39'983 | 89'396 CHF | 89'796 CHF | 99.72% | 99.72% |
08.11.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 40'000 | 40'000 | 39'992 | 39'992 | 89'943 CHF | 90'343 CHF | 100.00% | 100.00% |
07.11.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 39'000 | 39'000 | 38'842 | 38'842 | 84'842 CHF | 85'230 CHF | 99.44% | 99.44% |