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 | 0.63% | 2.88 CHF | 2.89 CHF | 58'000 | 58'000 | 26'198 | 26'198 | 75'384 CHF | 75'783 CHF | 99.06% | 99.06% |
19.11.2024 | 0.63% | 2.87 CHF | 2.88 CHF | 58'000 | 58'000 | 26'255 | 26'255 | 75'282 CHF | 75'682 CHF | 100.00% | 100.00% |
18.11.2024 | 0.60% | 2.94 CHF | 2.95 CHF | 57'000 | 57'000 | 25'888 | 25'888 | 76'642 CHF | 77'036 CHF | 99.87% | 99.87% |
15.11.2024 | 0.61% | 2.97 CHF | 2.98 CHF | 57'000 | 57'000 | 26'024 | 26'024 | 76'333 CHF | 76'731 CHF | 99.72% | 99.72% |
14.11.2024 | 0.60% | 3.00 CHF | 3.01 CHF | 57'000 | 57'000 | 25'346 | 25'346 | 76'577 CHF | 76'960 CHF | 98.67% | 98.67% |
13.11.2024 | 0.61% | 3.05 CHF | 3.06 CHF | 56'000 | 56'000 | 25'778 | 25'778 | 77'149 CHF | 77'542 CHF | 100.00% | 100.00% |
12.11.2024 | 0.59% | 2.98 CHF | 2.99 CHF | 57'000 | 57'000 | 25'574 | 25'574 | 77'228 CHF | 77'615 CHF | 99.88% | 99.88% |
11.11.2024 | 0.61% | 3.03 CHF | 3.04 CHF | 57'000 | 57'000 | 25'419 | 25'419 | 76'690 CHF | 77'079 CHF | 99.76% | 99.76% |
08.11.2024 | 0.63% | 2.95 CHF | 2.96 CHF | 58'000 | 58'000 | 26'553 | 26'553 | 76'306 CHF | 76'708 CHF | 98.52% | 98.52% |
07.11.2024 | 0.61% | 2.87 CHF | 2.88 CHF | 59'000 | 59'000 | 26'261 | 26'261 | 77'201 CHF | 77'600 CHF | 100.00% | 100.00% |