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 | 0.87% | 2.31 CHF | 2.33 CHF | 39'000 | 39'000 | 39'000 | 39'000 | 89'717 CHF | 90'497 CHF | 100.00% | 100.00% |
19.11.2024 | 0.88% | 2.30 CHF | 2.32 CHF | 39'000 | 39'000 | 39'011 | 39'011 | 88'510 CHF | 89'290 CHF | 100.00% | 100.00% |
18.11.2024 | 0.92% | 2.18 CHF | 2.20 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 86'688 CHF | 87'488 CHF | 100.00% | 100.00% |
15.11.2024 | 0.92% | 2.14 CHF | 2.16 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 86'264 CHF | 87'064 CHF | 100.00% | 100.00% |
14.11.2024 | 0.88% | 2.29 CHF | 2.31 CHF | 39'000 | 39'000 | 39'008 | 39'008 | 88'200 CHF | 88'980 CHF | 100.00% | 100.00% |
13.11.2024 | 2.37% | 2.23 CHF | 2.25 CHF | 40'000 | 40'000 | 19'791 | 19'791 | 44'337 CHF | 45'184 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 2.37 CHF | 2.39 CHF | 39'000 | 39'000 | 38'998 | 38'998 | 93'785 CHF | 94'565 CHF | 100.00% | 100.00% |
11.11.2024 | 0.80% | 2.49 CHF | 2.51 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 95'141 CHF | 95'901 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 2.38 CHF | 2.40 CHF | 39'000 | 39'000 | 38'846 | 38'846 | 93'446 CHF | 94'223 CHF | 99.18% | 99.18% |
07.11.2024 | 0.82% | 2.40 CHF | 2.42 CHF | 39'000 | 39'000 | 38'631 | 38'631 | 93'971 CHF | 94'744 CHF | 100.00% | 100.00% |