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% | 2.20 CHF | 2.21 CHF | 44'000 | 44'000 | 44'212 | 44'212 | 97'373 CHF | 97'815 CHF | 100.00% | 100.00% |
19.11.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 45'000 | 45'000 | 44'599 | 44'599 | 101'823 CHF | 102'270 CHF | 98.94% | 98.94% |
18.11.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 45'000 | 45'000 | 44'892 | 44'892 | 102'306 CHF | 102'756 CHF | 100.00% | 100.00% |
15.11.2024 | 0.48% | 2.27 CHF | 2.28 CHF | 45'000 | 45'000 | 43'585 | 43'585 | 90'243 CHF | 90'678 CHF | 71.74% | 71.74% |
14.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 42'000 | 42'000 | 41'314 | 41'314 | 75'339 CHF | 75'752 CHF | 100.00% | 100.00% |
13.11.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 41'000 | 41'000 | 41'542 | 41'542 | 77'394 CHF | 77'810 CHF | 97.72% | 97.72% |
12.11.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 41'000 | 41'000 | 40'988 | 40'988 | 73'896 CHF | 74'306 CHF | 99.65% | 99.65% |
11.11.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 42'000 | 42'000 | 41'589 | 41'589 | 76'409 CHF | 76'825 CHF | 100.00% | 100.00% |
08.11.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 42'000 | 42'000 | 42'032 | 42'032 | 80'888 CHF | 81'308 CHF | 100.00% | 100.00% |
07.11.2024 | 0.51% | 1.92 CHF | 1.93 CHF | 42'000 | 42'000 | 42'491 | 42'491 | 83'264 CHF | 83'690 CHF | 100.00% | 100.00% |