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 | 0.34% | 2.91 CHF | 2.92 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 140'809 CHF | 141'289 CHF | 99.44% | 99.44% |
19.11.2024 | 0.34% | 2.88 CHF | 2.89 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 139'303 CHF | 139'783 CHF | 100.00% | 100.00% |
18.11.2024 | 0.36% | 2.86 CHF | 2.87 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 134'960 CHF | 135'440 CHF | 99.88% | 99.88% |
15.11.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 135'123 CHF | 135'623 CHF | 100.00% | 100.00% |
14.11.2024 | 0.38% | 2.69 CHF | 2.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 131'077 CHF | 131'577 CHF | 98.57% | 98.57% |
13.11.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 133'297 CHF | 133'797 CHF | 100.00% | 100.00% |
12.11.2024 | 0.37% | 2.64 CHF | 2.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 134'671 CHF | 135'171 CHF | 99.90% | 99.90% |
11.11.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 48'000 | 48'000 | 48'004 | 48'004 | 133'883 CHF | 134'363 CHF | 100.00% | 100.00% |
08.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 128'032 CHF | 128'532 CHF | 98.30% | 98.30% |
07.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 130'895 CHF | 131'395 CHF | 100.00% | 100.00% |