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 | 0.35% | 2.81 CHF | 2.82 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 135'690 CHF | 136'170 CHF | 99.43% | 99.43% |
19.11.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 134'179 CHF | 134'659 CHF | 100.00% | 100.00% |
18.11.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 129'821 CHF | 130'301 CHF | 99.88% | 99.88% |
15.11.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 129'833 CHF | 130'333 CHF | 100.00% | 100.00% |
14.11.2024 | 0.40% | 2.58 CHF | 2.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 125'768 CHF | 126'268 CHF | 98.61% | 98.61% |
13.11.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 127'956 CHF | 128'456 CHF | 100.00% | 100.00% |
12.11.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 129'315 CHF | 129'815 CHF | 99.88% | 99.88% |
11.11.2024 | 0.37% | 2.65 CHF | 2.66 CHF | 48'000 | 48'000 | 48'004 | 48'004 | 128'757 CHF | 129'237 CHF | 100.00% | 100.00% |
08.11.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 122'714 CHF | 123'214 CHF | 98.30% | 98.30% |
07.11.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 125'556 CHF | 126'056 CHF | 100.00% | 100.00% |