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 | 0.70% | 2.84 CHF | 2.86 CHF | 17'000 | 17'000 | 17'000 | 17'000 | 48'303 CHF | 48'643 CHF | 99.43% | 99.43% |
19.11.2024 | 0.72% | 2.76 CHF | 2.78 CHF | 17'000 | 17'000 | 17'000 | 17'000 | 46'903 CHF | 47'243 CHF | 100.00% | 100.00% |
18.11.2024 | 0.70% | 2.86 CHF | 2.88 CHF | 17'000 | 17'000 | 17'000 | 17'000 | 48'570 CHF | 48'910 CHF | 99.88% | 99.88% |
15.11.2024 | 0.68% | 2.88 CHF | 2.90 CHF | 17'000 | 17'000 | 16'864 | 16'864 | 49'079 CHF | 49'416 CHF | 100.00% | 100.00% |
14.11.2024 | 0.69% | 2.96 CHF | 2.98 CHF | 16'000 | 16'000 | 16'990 | 16'990 | 49'041 CHF | 49'381 CHF | 98.59% | 98.59% |
13.11.2024 | 0.72% | 2.83 CHF | 2.85 CHF | 17'000 | 17'000 | 17'000 | 17'000 | 47'193 CHF | 47'533 CHF | 100.00% | 100.00% |
12.11.2024 | 0.67% | 2.90 CHF | 2.92 CHF | 17'000 | 17'000 | 16'150 | 16'150 | 47'924 CHF | 48'247 CHF | 99.88% | 99.88% |
11.11.2024 | 0.66% | 3.02 CHF | 3.04 CHF | 16'000 | 16'000 | 16'000 | 16'000 | 48'099 CHF | 48'419 CHF | 100.00% | 100.00% |
08.11.2024 | 0.68% | 2.92 CHF | 2.94 CHF | 17'000 | 17'000 | 16'968 | 16'968 | 49'605 CHF | 49'944 CHF | 98.30% | 98.30% |
07.11.2024 | 0.67% | 2.97 CHF | 2.99 CHF | 16'000 | 16'000 | 16'264 | 16'264 | 48'173 CHF | 48'498 CHF | 100.00% | 100.00% |