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 | 0.98% | 2.05 CHF | 2.07 CHF | 50'000 | 50'000 | 49'833 | 49'833 | 101'343 CHF | 102'339 CHF | 100.00% | 100.00% |
19.11.2024 | 0.95% | 1.99 CHF | 2.01 CHF | 50'000 | 50'000 | 49'302 | 49'302 | 103'085 CHF | 104'071 CHF | 92.70% | 97.63% |
18.11.2024 | 0.88% | 2.28 CHF | 2.30 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 108'534 CHF | 109'494 CHF | 100.00% | 100.00% |
15.11.2024 | 0.87% | 2.27 CHF | 2.29 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 109'564 CHF | 110'524 CHF | 100.00% | 100.00% |
14.11.2024 | 0.85% | 2.36 CHF | 2.38 CHF | 47'000 | 47'000 | 47'280 | 47'280 | 110'397 CHF | 111'342 CHF | 100.00% | 100.00% |
13.11.2024 | 0.88% | 2.32 CHF | 2.34 CHF | 48'000 | 48'000 | 47'869 | 47'869 | 108'948 CHF | 109'906 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 2.40 CHF | 2.42 CHF | 47'000 | 47'000 | 46'919 | 46'919 | 114'791 CHF | 115'729 CHF | 100.00% | 100.00% |
11.11.2024 | 0.78% | 2.50 CHF | 2.52 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 117'096 CHF | 118'016 CHF | 100.00% | 100.00% |
08.11.2024 | 0.81% | 2.47 CHF | 2.49 CHF | 46'000 | 46'000 | 46'905 | 46'905 | 114'819 CHF | 115'757 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 2.43 CHF | 2.45 CHF | 47'000 | 47'000 | 46'310 | 46'310 | 114'868 CHF | 115'795 CHF | 100.00% | 100.00% |