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 | 0.68% | 2.63 CHF | 2.64 CHF | 58'000 | 58'000 | 26'293 | 26'293 | 68'999 CHF | 69'399 CHF | 99.33% | 99.33% |
19.11.2024 | 0.69% | 2.62 CHF | 2.63 CHF | 58'000 | 58'000 | 26'257 | 26'257 | 68'689 CHF | 69'088 CHF | 100.00% | 100.00% |
18.11.2024 | 0.66% | 2.69 CHF | 2.70 CHF | 57'000 | 57'000 | 25'876 | 25'876 | 70'056 CHF | 70'450 CHF | 99.80% | 99.80% |
15.11.2024 | 0.67% | 2.72 CHF | 2.73 CHF | 57'000 | 57'000 | 26'024 | 26'024 | 69'729 CHF | 70'127 CHF | 99.72% | 99.72% |
14.11.2024 | 0.65% | 2.75 CHF | 2.76 CHF | 57'000 | 57'000 | 25'348 | 25'348 | 70'139 CHF | 70'522 CHF | 98.59% | 98.59% |
13.11.2024 | 0.66% | 2.79 CHF | 2.80 CHF | 56'000 | 56'000 | 25'777 | 25'777 | 70'670 CHF | 71'063 CHF | 100.00% | 100.00% |
12.11.2024 | 0.65% | 2.73 CHF | 2.74 CHF | 57'000 | 57'000 | 25'574 | 25'574 | 70'801 CHF | 71'189 CHF | 99.88% | 99.88% |
11.11.2024 | 0.67% | 2.78 CHF | 2.79 CHF | 57'000 | 57'000 | 25'461 | 25'461 | 70'433 CHF | 70'822 CHF | 99.90% | 99.90% |
08.11.2024 | 0.69% | 2.70 CHF | 2.71 CHF | 58'000 | 58'000 | 26'494 | 26'494 | 69'556 CHF | 69'958 CHF | 99.02% | 99.02% |
07.11.2024 | 0.66% | 2.62 CHF | 2.63 CHF | 59'000 | 59'000 | 26'261 | 26'261 | 70'663 CHF | 71'062 CHF | 100.00% | 100.00% |