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 | 0.79% | 2.54 CHF | 2.56 CHF | 39'000 | 39'000 | 39'000 | 39'000 | 98'773 CHF | 99'553 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 2.53 CHF | 2.55 CHF | 39'000 | 39'000 | 39'011 | 39'011 | 97'577 CHF | 98'357 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 2.42 CHF | 2.44 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 96'010 CHF | 96'810 CHF | 100.00% | 100.00% |
15.11.2024 | 0.83% | 2.37 CHF | 2.39 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 95'587 CHF | 96'387 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 2.52 CHF | 2.54 CHF | 39'000 | 39'000 | 39'009 | 39'009 | 97'267 CHF | 98'048 CHF | 100.00% | 100.00% |
13.11.2024 | 2.15% | 2.46 CHF | 2.48 CHF | 40'000 | 40'000 | 19'791 | 19'791 | 48'940 CHF | 49'787 CHF | 100.00% | 100.00% |
12.11.2024 | 0.76% | 2.60 CHF | 2.62 CHF | 39'000 | 39'000 | 38'998 | 38'998 | 102'819 CHF | 103'599 CHF | 100.00% | 100.00% |
11.11.2024 | 0.73% | 2.72 CHF | 2.74 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 103'906 CHF | 104'666 CHF | 100.00% | 100.00% |
08.11.2024 | 0.76% | 2.62 CHF | 2.64 CHF | 39'000 | 39'000 | 38'846 | 38'846 | 102'429 CHF | 103'206 CHF | 99.19% | 99.19% |
07.11.2024 | 0.75% | 2.63 CHF | 2.65 CHF | 39'000 | 39'000 | 38'630 | 38'630 | 102'903 CHF | 103'676 CHF | 100.00% | 100.00% |