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 | 0.66% | 2.74 CHF | 2.75 CHF | 58'000 | 58'000 | 26'294 | 26'294 | 71'985 CHF | 72'385 CHF | 99.33% | 99.33% |
19.11.2024 | 0.66% | 2.73 CHF | 2.74 CHF | 58'000 | 58'000 | 26'258 | 26'258 | 71'634 CHF | 72'034 CHF | 100.00% | 100.00% |
18.11.2024 | 0.63% | 2.80 CHF | 2.81 CHF | 57'000 | 57'000 | 25'876 | 25'876 | 72'974 CHF | 73'368 CHF | 99.80% | 99.80% |
15.11.2024 | 0.65% | 2.83 CHF | 2.84 CHF | 57'000 | 57'000 | 26'021 | 26'021 | 72'671 CHF | 73'069 CHF | 99.72% | 99.72% |
14.11.2024 | 0.63% | 2.86 CHF | 2.87 CHF | 57'000 | 57'000 | 25'347 | 25'347 | 73'012 CHF | 73'395 CHF | 98.54% | 98.54% |
13.11.2024 | 0.63% | 2.91 CHF | 2.92 CHF | 56'000 | 56'000 | 25'777 | 25'777 | 73'542 CHF | 73'935 CHF | 100.00% | 100.00% |
12.11.2024 | 0.62% | 2.84 CHF | 2.85 CHF | 57'000 | 57'000 | 25'585 | 25'585 | 73'693 CHF | 74'081 CHF | 99.89% | 99.89% |
11.11.2024 | 0.64% | 2.89 CHF | 2.90 CHF | 57'000 | 57'000 | 25'464 | 25'464 | 73'276 CHF | 73'666 CHF | 99.90% | 99.90% |
08.11.2024 | 0.66% | 2.81 CHF | 2.82 CHF | 58'000 | 58'000 | 26'492 | 26'492 | 72'489 CHF | 72'891 CHF | 99.02% | 99.02% |
07.11.2024 | 0.64% | 2.73 CHF | 2.74 CHF | 59'000 | 59'000 | 26'261 | 26'261 | 73'568 CHF | 73'967 CHF | 100.00% | 100.00% |