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 | 0.42% | 2.50 CHF | 2.51 CHF | 81'300 | 81'300 | 36'513 | 36'513 | 88'258 CHF | 88'624 CHF | 99.90% | 99.90% |
19.11.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 79'900 | 79'900 | 35'473 | 35'473 | 85'604 CHF | 85'959 CHF | 100.00% | 100.00% |
18.11.2024 | 0.59% | 2.55 CHF | 2.56 CHF | 75'600 | 75'600 | 32'736 | 32'736 | 85'527 CHF | 85'952 CHF | 99.63% | 99.63% |
15.11.2024 | 0.70% | 2.55 CHF | 2.56 CHF | 87'300 | 87'300 | 28'845 | 28'845 | 69'089 CHF | 69'437 CHF | 98.89% | 98.89% |
14.11.2024 | 0.92% | 2.33 CHF | 2.34 CHF | 103'900 | 103'900 | 34'844 | 34'844 | 79'590 CHF | 79'983 CHF | 95.14% | 95.14% |
13.11.2024 | 0.62% | 1.68 CHF | 1.69 CHF | 120'600 | 120'600 | 53'900 | 53'900 | 89'010 CHF | 89'550 CHF | 99.78% | 99.78% |
12.11.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 122'500 | 122'500 | 54'296 | 54'296 | 87'411 CHF | 87'955 CHF | 100.00% | 100.00% |
11.11.2024 | 0.66% | 1.59 CHF | 1.60 CHF | 129'000 | 129'000 | 57'893 | 57'893 | 90'715 CHF | 91'295 CHF | 99.90% | 99.90% |
08.11.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 132'300 | 132'300 | 59'131 | 59'131 | 88'153 CHF | 88'745 CHF | 100.00% | 100.00% |
07.11.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 132'400 | 132'400 | 58'856 | 58'856 | 89'224 CHF | 89'813 CHF | 99.85% | 99.85% |