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 | 0.88% | 2.06 CHF | 2.08 CHF | 67'600 | 67'600 | 67'600 | 67'600 | 152'921 CHF | 154'273 CHF | 99.93% | 99.93% |
19.11.2024 | 1.51% | 2.07 CHF | 2.10 CHF | 54'700 | 54'700 | 54'700 | 54'700 | 108'932 CHF | 110'573 CHF | 100.00% | 100.00% |
18.11.2024 | 1.05% | 2.90 CHF | 2.93 CHF | 54'900 | 54'900 | 54'900 | 54'900 | 156'079 CHF | 157'726 CHF | 100.00% | 100.00% |
15.11.2024 | 0.97% | 2.70 CHF | 2.72 CHF | 58'600 | 58'600 | 58'600 | 58'600 | 161'252 CHF | 162'830 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 2.60 CHF | 2.62 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 167'043 CHF | 168'443 CHF | 100.00% | 100.00% |
13.11.2024 | 0.90% | 2.05 CHF | 2.07 CHF | 68'300 | 68'300 | 68'300 | 68'300 | 150'740 CHF | 152'106 CHF | 100.00% | 100.00% |
12.11.2024 | 1.17% | 2.15 CHF | 2.18 CHF | 52'100 | 52'100 | 52'100 | 52'100 | 132'808 CHF | 134'371 CHF | 100.00% | 100.00% |
11.11.2024 | 0.71% | 2.91 CHF | 2.93 CHF | 60'700 | 60'700 | 60'700 | 60'700 | 170'560 CHF | 171'774 CHF | 100.00% | 100.00% |
08.11.2024 | 1.20% | 2.41 CHF | 2.44 CHF | 54'500 | 54'500 | 54'500 | 54'500 | 135'595 CHF | 137'230 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 2.85 CHF | 2.88 CHF | 54'300 | 54'300 | 54'300 | 54'300 | 162'290 CHF | 163'919 CHF | 99.68% | 99.68% |