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 | 0.81% | 2.49 CHF | 2.51 CHF | 50'000 | 50'000 | 49'834 | 49'834 | 123'131 CHF | 124'128 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 2.43 CHF | 2.45 CHF | 50'000 | 50'000 | 49'302 | 49'302 | 124'630 CHF | 125'616 CHF | 92.70% | 97.63% |
18.11.2024 | 0.74% | 2.72 CHF | 2.74 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 129'534 CHF | 130'494 CHF | 100.00% | 100.00% |
15.11.2024 | 0.73% | 2.71 CHF | 2.73 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 130'538 CHF | 131'498 CHF | 100.00% | 100.00% |
14.11.2024 | 0.72% | 2.80 CHF | 2.82 CHF | 47'000 | 47'000 | 47'280 | 47'280 | 131'078 CHF | 132'023 CHF | 100.00% | 100.00% |
13.11.2024 | 0.73% | 2.76 CHF | 2.78 CHF | 48'000 | 48'000 | 47'870 | 47'870 | 129'885 CHF | 130'843 CHF | 100.00% | 100.00% |
12.11.2024 | 0.69% | 2.84 CHF | 2.86 CHF | 47'000 | 47'000 | 46'919 | 46'919 | 135'279 CHF | 136'218 CHF | 100.00% | 100.00% |
11.11.2024 | 0.67% | 2.93 CHF | 2.95 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 137'164 CHF | 138'084 CHF | 100.00% | 100.00% |
08.11.2024 | 0.69% | 2.91 CHF | 2.93 CHF | 46'000 | 46'000 | 46'905 | 46'905 | 135'285 CHF | 136'223 CHF | 100.00% | 100.00% |
07.11.2024 | 0.68% | 2.86 CHF | 2.88 CHF | 47'000 | 47'000 | 46'310 | 46'310 | 135'089 CHF | 136'016 CHF | 100.00% | 100.00% |