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% | 2.36 CHF | 2.37 CHF | 94'000 | 94'000 | 93'115 | 93'115 | 222'715 CHF | 223'647 CHF | 100.00% | 100.00% |
19.11.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 93'000 | 93'000 | 93'519 | 93'519 | 221'868 CHF | 222'803 CHF | 100.00% | 100.00% |
18.11.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 92'000 | 92'000 | 92'629 | 92'629 | 224'000 CHF | 224'926 CHF | 100.00% | 100.00% |
15.11.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 93'000 | 93'000 | 92'596 | 92'596 | 222'922 CHF | 223'847 CHF | 100.00% | 100.00% |
14.11.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 93'000 | 93'000 | 93'648 | 93'648 | 220'666 CHF | 221'603 CHF | 99.33% | 99.33% |
13.11.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 96'000 | 96'000 | 95'676 | 95'676 | 214'071 CHF | 215'028 CHF | 100.00% | 100.00% |
12.11.2024 | 0.43% | 2.21 CHF | 2.22 CHF | 96'000 | 96'000 | 94'583 | 94'583 | 217'897 CHF | 218'843 CHF | 100.00% | 100.00% |
11.11.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 93'000 | 93'000 | 93'007 | 93'007 | 221'528 CHF | 222'458 CHF | 99.93% | 99.93% |
08.11.2024 | 0.42% | 2.35 CHF | 2.36 CHF | 94'000 | 94'000 | 92'901 | 92'901 | 222'743 CHF | 223'672 CHF | 100.00% | 100.00% |
07.11.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 91'000 | 91'000 | 91'390 | 91'390 | 225'214 CHF | 226'128 CHF | 100.00% | 100.00% |