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 | 0.46% | 2.28 CHF | 2.29 CHF | 24'900 | 24'900 | 24'232 | 24'232 | 52'667 CHF | 52'909 CHF | 100.00% | 100.00% |
19.11.2024 | 0.43% | 2.18 CHF | 2.19 CHF | 24'900 | 24'900 | 25'365 | 25'365 | 58'576 CHF | 58'829 CHF | 100.00% | 100.00% |
18.11.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 27'200 | 27'200 | 27'000 | 27'000 | 55'889 CHF | 56'159 CHF | 100.00% | 100.00% |
15.11.2024 | 0.49% | 1.97 CHF | 1.98 CHF | 22'800 | 22'800 | 22'850 | 22'850 | 46'176 CHF | 46'404 CHF | 100.00% | 100.00% |
14.11.2024 | 0.43% | 2.23 CHF | 2.24 CHF | 22'000 | 22'000 | 22'192 | 22'192 | 51'082 CHF | 51'304 CHF | 100.00% | 100.00% |
13.11.2024 | 0.44% | 2.37 CHF | 2.38 CHF | 25'000 | 25'000 | 24'368 | 24'368 | 55'274 CHF | 55'517 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 2.19 CHF | 2.20 CHF | 25'900 | 25'900 | 25'793 | 25'793 | 54'942 CHF | 55'200 CHF | 99.86% | 99.86% |
11.11.2024 | 0.47% | 2.05 CHF | 2.06 CHF | 24'000 | 24'000 | 24'574 | 24'574 | 52'069 CHF | 52'314 CHF | 99.70% | 99.70% |
08.11.2024 | 0.47% | 2.17 CHF | 2.18 CHF | 23'400 | 23'400 | 23'197 | 23'197 | 49'361 CHF | 49'593 CHF | 99.22% | 99.22% |
07.11.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 24'000 | 24'000 | 23'901 | 23'901 | 52'971 CHF | 53'210 CHF | 100.00% | 100.00% |