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 | 0.36% | 2.75 CHF | 2.76 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 117'015 CHF | 117'435 CHF | 99.48% | 99.48% |
19.11.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 42'000 | 42'000 | 42'033 | 42'033 | 113'731 CHF | 114'151 CHF | 100.00% | 100.00% |
18.11.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 114'490 CHF | 114'910 CHF | 99.89% | 99.89% |
15.11.2024 | 0.38% | 2.68 CHF | 2.69 CHF | 42'000 | 42'000 | 42'773 | 42'773 | 112'546 CHF | 112'973 CHF | 100.00% | 100.00% |
14.11.2024 | 0.38% | 2.74 CHF | 2.75 CHF | 42'000 | 42'000 | 42'798 | 42'798 | 112'945 CHF | 113'373 CHF | 98.58% | 98.58% |
13.11.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 115'086 CHF | 115'506 CHF | 100.00% | 100.00% |
12.11.2024 | 0.37% | 2.64 CHF | 2.65 CHF | 43'000 | 43'000 | 42'097 | 42'097 | 113'554 CHF | 113'975 CHF | 99.88% | 99.88% |
11.11.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 42'000 | 42'000 | 41'868 | 41'868 | 117'494 CHF | 117'913 CHF | 100.00% | 100.00% |
08.11.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 116'934 CHF | 117'354 CHF | 98.29% | 98.29% |
07.11.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 42'000 | 42'000 | 41'473 | 41'473 | 118'374 CHF | 118'789 CHF | 100.00% | 100.00% |