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 | 0.88% | 2.27 CHF | 2.29 CHF | 50'000 | 50'000 | 49'834 | 49'834 | 112'243 CHF | 113'240 CHF | 100.00% | 100.00% |
19.11.2024 | 0.86% | 2.21 CHF | 2.23 CHF | 50'000 | 50'000 | 49'303 | 49'303 | 113'865 CHF | 114'851 CHF | 92.70% | 97.63% |
18.11.2024 | 0.80% | 2.50 CHF | 2.52 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 119'041 CHF | 120'001 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 2.49 CHF | 2.51 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 120'067 CHF | 121'027 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 2.58 CHF | 2.60 CHF | 47'000 | 47'000 | 47'279 | 47'279 | 120'720 CHF | 121'666 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 2.54 CHF | 2.56 CHF | 48'000 | 48'000 | 47'869 | 47'869 | 119'417 CHF | 120'374 CHF | 100.00% | 100.00% |
12.11.2024 | 0.75% | 2.62 CHF | 2.64 CHF | 47'000 | 47'000 | 46'919 | 46'919 | 125'025 CHF | 125'963 CHF | 100.00% | 100.00% |
11.11.2024 | 0.72% | 2.72 CHF | 2.74 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 127'116 CHF | 128'036 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 2.69 CHF | 2.71 CHF | 46'000 | 46'000 | 46'906 | 46'906 | 125'054 CHF | 125'992 CHF | 100.00% | 100.00% |
07.11.2024 | 0.74% | 2.64 CHF | 2.66 CHF | 47'000 | 47'000 | 46'310 | 46'310 | 124'977 CHF | 125'903 CHF | 100.00% | 100.00% |