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 | 0.78% | 2.56 CHF | 2.58 CHF | 17'000 | 17'000 | 17'000 | 17'000 | 43'617 CHF | 43'957 CHF | 99.44% | 99.44% |
19.11.2024 | 0.80% | 2.48 CHF | 2.50 CHF | 17'000 | 17'000 | 17'000 | 17'000 | 42'226 CHF | 42'566 CHF | 100.00% | 100.00% |
18.11.2024 | 0.77% | 2.59 CHF | 2.61 CHF | 17'000 | 17'000 | 17'000 | 17'000 | 43'880 CHF | 44'220 CHF | 99.88% | 99.88% |
15.11.2024 | 0.76% | 2.61 CHF | 2.63 CHF | 17'000 | 17'000 | 16'864 | 16'864 | 44'433 CHF | 44'770 CHF | 100.00% | 100.00% |
14.11.2024 | 0.76% | 2.68 CHF | 2.70 CHF | 16'000 | 16'000 | 16'990 | 16'990 | 44'363 CHF | 44'703 CHF | 98.56% | 98.56% |
13.11.2024 | 0.80% | 2.55 CHF | 2.57 CHF | 17'000 | 17'000 | 17'000 | 17'000 | 42'507 CHF | 42'847 CHF | 100.00% | 100.00% |
12.11.2024 | 0.74% | 2.63 CHF | 2.65 CHF | 17'000 | 17'000 | 16'150 | 16'150 | 43'478 CHF | 43'801 CHF | 99.88% | 99.88% |
11.11.2024 | 0.73% | 2.74 CHF | 2.76 CHF | 16'000 | 16'000 | 16'000 | 16'000 | 43'700 CHF | 44'020 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 2.64 CHF | 2.66 CHF | 17'000 | 17'000 | 16'969 | 16'969 | 44'937 CHF | 45'276 CHF | 98.30% | 98.30% |
07.11.2024 | 0.74% | 2.69 CHF | 2.71 CHF | 16'000 | 16'000 | 16'264 | 16'264 | 43'695 CHF | 44'020 CHF | 100.00% | 100.00% |