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 | 0.65% | 2.78 CHF | 2.79 CHF | 58'000 | 58'000 | 26'197 | 26'197 | 72'567 CHF | 72'966 CHF | 99.05% | 99.05% |
19.11.2024 | 0.65% | 2.76 CHF | 2.77 CHF | 58'000 | 58'000 | 26'255 | 26'255 | 72'508 CHF | 72'908 CHF | 100.00% | 100.00% |
18.11.2024 | 0.63% | 2.83 CHF | 2.84 CHF | 57'000 | 57'000 | 25'887 | 25'887 | 73'885 CHF | 74'279 CHF | 99.87% | 99.87% |
15.11.2024 | 0.64% | 2.87 CHF | 2.88 CHF | 57'000 | 57'000 | 26'024 | 26'024 | 73'554 CHF | 73'952 CHF | 99.72% | 99.72% |
14.11.2024 | 0.62% | 2.89 CHF | 2.90 CHF | 57'000 | 57'000 | 25'377 | 25'377 | 73'966 CHF | 74'349 CHF | 98.50% | 98.50% |
13.11.2024 | 0.63% | 2.94 CHF | 2.95 CHF | 56'000 | 56'000 | 25'778 | 25'778 | 74'443 CHF | 74'836 CHF | 100.00% | 100.00% |
12.11.2024 | 0.61% | 2.87 CHF | 2.88 CHF | 57'000 | 57'000 | 25'575 | 25'575 | 74'537 CHF | 74'925 CHF | 99.88% | 99.88% |
11.11.2024 | 0.63% | 2.92 CHF | 2.93 CHF | 57'000 | 57'000 | 25'418 | 25'418 | 73'999 CHF | 74'388 CHF | 99.76% | 99.76% |
08.11.2024 | 0.65% | 2.84 CHF | 2.85 CHF | 58'000 | 58'000 | 26'553 | 26'553 | 73'526 CHF | 73'929 CHF | 98.52% | 98.52% |
07.11.2024 | 0.63% | 2.77 CHF | 2.78 CHF | 59'000 | 59'000 | 26'262 | 26'262 | 74'451 CHF | 74'850 CHF | 100.00% | 100.00% |