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 | 0.47% | 2.13 CHF | 2.14 CHF | 75'000 | 75'000 | 74'371 | 74'371 | 159'817 CHF | 160'562 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 76'000 | 76'000 | 75'235 | 75'235 | 156'940 CHF | 157'693 CHF | 98.73% | 98.73% |
18.11.2024 | 0.51% | 2.09 CHF | 2.10 CHF | 76'000 | 76'000 | 76'916 | 76'916 | 151'879 CHF | 152'649 CHF | 100.00% | 100.00% |
15.11.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 77'000 | 77'000 | 77'462 | 77'462 | 155'563 CHF | 156'338 CHF | 70.90% | 70.90% |
14.11.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 76'000 | 76'000 | 75'595 | 75'595 | 156'622 CHF | 157'379 CHF | 100.00% | 100.00% |
13.11.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 77'000 | 77'000 | 76'525 | 76'525 | 153'659 CHF | 154'425 CHF | 99.82% | 99.82% |
12.11.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 78'000 | 78'000 | 76'353 | 76'353 | 155'037 CHF | 155'801 CHF | 100.00% | 100.00% |
11.11.2024 | 0.48% | 1.99 CHF | 2.00 CHF | 78'000 | 78'000 | 75'846 | 75'846 | 158'071 CHF | 158'831 CHF | 100.00% | 100.00% |
08.11.2024 | 0.45% | 2.17 CHF | 2.18 CHF | 76'000 | 76'000 | 74'450 | 74'450 | 166'643 CHF | 167'388 CHF | 100.00% | 100.00% |
07.11.2024 | 0.45% | 2.32 CHF | 2.33 CHF | 74'000 | 74'000 | 74'406 | 74'406 | 167'905 CHF | 168'650 CHF | 100.00% | 100.00% |