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 | 0.73% | 2.63 CHF | 2.65 CHF | 29'000 | 29'000 | 28'465 | 28'465 | 77'737 CHF | 78'306 CHF | 100.00% | 100.00% |
19.11.2024 | 0.71% | 2.82 CHF | 2.84 CHF | 28'400 | 28'400 | 28'414 | 28'414 | 79'261 CHF | 79'830 CHF | 100.00% | 100.00% |
18.11.2024 | 0.70% | 2.79 CHF | 2.81 CHF | 28'200 | 28'200 | 27'958 | 27'958 | 79'803 CHF | 80'362 CHF | 100.00% | 100.00% |
15.11.2024 | 0.67% | 2.85 CHF | 2.87 CHF | 29'900 | 29'900 | 29'814 | 29'814 | 83'307 CHF | 83'870 CHF | 100.00% | 100.00% |
14.11.2024 | 0.40% | 2.62 CHF | 2.63 CHF | 32'300 | 32'300 | 32'742 | 32'742 | 81'499 CHF | 81'826 CHF | 100.00% | 100.00% |
13.11.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 32'900 | 32'900 | 32'742 | 32'742 | 79'602 CHF | 79'929 CHF | 100.00% | 100.00% |
12.11.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 32'500 | 32'500 | 32'320 | 32'320 | 79'543 CHF | 79'866 CHF | 100.00% | 100.00% |
11.11.2024 | 0.42% | 2.43 CHF | 2.44 CHF | 33'800 | 33'800 | 33'769 | 33'769 | 80'454 CHF | 80'791 CHF | 100.00% | 100.00% |
08.11.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 35'100 | 35'100 | 35'045 | 35'045 | 83'406 CHF | 83'756 CHF | 100.00% | 100.00% |
07.11.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 35'900 | 35'900 | 35'798 | 35'798 | 81'170 CHF | 81'528 CHF | 100.00% | 100.00% |