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 | 0.41% | 2.40 CHF | 2.41 CHF | 55'000 | 55'000 | 54'563 | 54'563 | 133'366 CHF | 133'912 CHF | 99.43% | 99.43% |
19.11.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 54'000 | 54'000 | 54'323 | 54'323 | 134'280 CHF | 134'823 CHF | 100.00% | 100.00% |
18.11.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 53'000 | 53'000 | 53'000 | 53'000 | 136'884 CHF | 137'414 CHF | 99.88% | 99.88% |
15.11.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 53'000 | 53'000 | 53'081 | 53'081 | 136'447 CHF | 136'978 CHF | 100.00% | 100.00% |
14.11.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 54'000 | 54'000 | 53'972 | 53'972 | 135'530 CHF | 136'069 CHF | 98.59% | 98.59% |
13.11.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 54'000 | 54'000 | 54'109 | 54'109 | 135'253 CHF | 135'794 CHF | 100.00% | 100.00% |
12.11.2024 | 0.39% | 2.49 CHF | 2.50 CHF | 54'000 | 54'000 | 53'498 | 53'498 | 136'359 CHF | 136'894 CHF | 99.88% | 99.88% |
11.11.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 53'000 | 53'000 | 53'000 | 53'000 | 138'509 CHF | 139'039 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 54'000 | 54'000 | 53'963 | 53'963 | 136'111 CHF | 136'651 CHF | 99.05% | 99.05% |
07.11.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 54'000 | 54'000 | 52'874 | 52'874 | 136'953 CHF | 137'482 CHF | 100.00% | 100.00% |