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% | 2.77 CHF | 2.78 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 133'727 CHF | 134'207 CHF | 99.49% | 99.49% |
19.11.2024 | 0.36% | 2.73 CHF | 2.74 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 132'217 CHF | 132'697 CHF | 100.00% | 100.00% |
18.11.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 127'836 CHF | 128'316 CHF | 99.90% | 99.90% |
15.11.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 127'727 CHF | 128'227 CHF | 100.00% | 100.00% |
14.11.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 123'643 CHF | 124'143 CHF | 98.50% | 98.50% |
13.11.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 125'828 CHF | 126'328 CHF | 100.00% | 100.00% |
12.11.2024 | 0.39% | 2.49 CHF | 2.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 127'212 CHF | 127'712 CHF | 99.88% | 99.88% |
11.11.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 48'000 | 48'000 | 48'004 | 48'004 | 126'749 CHF | 127'229 CHF | 100.00% | 100.00% |
08.11.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 120'572 CHF | 121'072 CHF | 98.29% | 98.29% |
07.11.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 123'434 CHF | 123'934 CHF | 100.00% | 100.00% |