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 | 0.46% | 2.12 CHF | 2.13 CHF | 94'000 | 94'000 | 93'115 | 93'115 | 200'271 CHF | 201'202 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 93'000 | 93'000 | 93'520 | 93'520 | 199'362 CHF | 200'297 CHF | 100.00% | 100.00% |
18.11.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 92'000 | 92'000 | 92'629 | 92'629 | 201'625 CHF | 202'551 CHF | 100.00% | 100.00% |
15.11.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 93'000 | 93'000 | 92'597 | 92'597 | 200'506 CHF | 201'432 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 93'000 | 93'000 | 93'649 | 93'649 | 198'059 CHF | 198'996 CHF | 99.33% | 99.33% |
13.11.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 96'000 | 96'000 | 95'677 | 95'677 | 190'947 CHF | 191'904 CHF | 100.00% | 100.00% |
12.11.2024 | 0.48% | 1.97 CHF | 1.98 CHF | 96'000 | 96'000 | 94'583 | 94'583 | 195'055 CHF | 196'001 CHF | 100.00% | 100.00% |
11.11.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 93'000 | 93'000 | 93'007 | 93'007 | 199'017 CHF | 199'947 CHF | 99.93% | 99.93% |
08.11.2024 | 0.46% | 2.10 CHF | 2.11 CHF | 94'000 | 94'000 | 92'901 | 92'901 | 200'255 CHF | 201'184 CHF | 100.00% | 100.00% |
07.11.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 91'000 | 91'000 | 91'390 | 91'390 | 203'041 CHF | 203'955 CHF | 100.00% | 100.00% |