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 | 0.44% | 2.22 CHF | 2.23 CHF | 55'000 | 55'000 | 54'563 | 54'563 | 123'789 CHF | 124'335 CHF | 99.44% | 99.44% |
19.11.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 54'000 | 54'000 | 54'323 | 54'323 | 124'746 CHF | 125'289 CHF | 100.00% | 100.00% |
18.11.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 53'000 | 53'000 | 53'000 | 53'000 | 127'553 CHF | 128'083 CHF | 99.88% | 99.88% |
15.11.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 53'000 | 53'000 | 53'081 | 53'081 | 127'048 CHF | 127'579 CHF | 100.00% | 100.00% |
14.11.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 54'000 | 54'000 | 53'972 | 53'972 | 126'046 CHF | 126'586 CHF | 98.60% | 98.60% |
13.11.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 54'000 | 54'000 | 54'109 | 54'109 | 125'715 CHF | 126'257 CHF | 100.00% | 100.00% |
12.11.2024 | 0.42% | 2.31 CHF | 2.32 CHF | 54'000 | 54'000 | 53'498 | 53'498 | 126'956 CHF | 127'491 CHF | 99.90% | 99.90% |
11.11.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 53'000 | 53'000 | 53'000 | 53'000 | 129'173 CHF | 129'703 CHF | 100.00% | 100.00% |
08.11.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 54'000 | 54'000 | 53'963 | 53'963 | 126'671 CHF | 127'210 CHF | 99.05% | 99.05% |
07.11.2024 | 0.41% | 2.35 CHF | 2.36 CHF | 54'000 | 54'000 | 52'875 | 52'875 | 127'592 CHF | 128'121 CHF | 100.00% | 100.00% |