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 | 0.51% | 1.94 CHF | 1.95 CHF | 117'100 | 117'100 | 114'998 | 114'998 | 224'614 CHF | 225'764 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 113'700 | 113'700 | 118'823 | 118'823 | 240'208 CHF | 241'397 CHF | 100.00% | 100.00% |
18.11.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 122'200 | 122'200 | 121'959 | 121'959 | 234'014 CHF | 235'234 CHF | 100.00% | 100.00% |
15.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 121'900 | 121'900 | 123'002 | 123'002 | 232'740 CHF | 233'970 CHF | 98.67% | 98.67% |
14.11.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 123'800 | 123'800 | 115'740 | 115'740 | 216'659 CHF | 217'816 CHF | 99.79% | 99.79% |
13.11.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 110'500 | 110'500 | 109'419 | 109'419 | 224'293 CHF | 225'388 CHF | 100.00% | 100.00% |
12.11.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 108'700 | 108'700 | 107'438 | 107'438 | 223'991 CHF | 225'066 CHF | 100.00% | 100.00% |
11.11.2024 | 0.46% | 2.13 CHF | 2.14 CHF | 106'600 | 106'600 | 98'904 | 98'904 | 213'218 CHF | 214'207 CHF | 100.00% | 100.00% |
08.11.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 93'900 | 93'900 | 96'370 | 96'370 | 231'667 CHF | 232'631 CHF | 100.00% | 100.00% |
07.11.2024 | 0.43% | 2.41 CHF | 2.42 CHF | 98'000 | 98'000 | 99'209 | 99'209 | 230'318 CHF | 231'310 CHF | 100.00% | 100.00% |