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 | 0.38% | 2.61 CHF | 2.62 CHF | 30'000 | 30'000 | 29'525 | 29'525 | 78'327 CHF | 78'623 CHF | 97.90% | 97.90% |
19.11.2024 | 0.40% | 2.55 CHF | 2.56 CHF | 30'000 | 30'000 | 29'004 | 29'004 | 75'179 CHF | 75'470 CHF | 97.61% | 97.61% |
18.11.2024 | 0.42% | 2.50 CHF | 2.51 CHF | 30'000 | 30'000 | 29'955 | 29'955 | 72'139 CHF | 72'438 CHF | 99.68% | 99.68% |
15.11.2024 | 0.46% | 2.23 CHF | 2.24 CHF | 30'000 | 30'000 | 29'582 | 29'582 | 64'760 CHF | 65'056 CHF | 98.86% | 98.86% |
14.11.2024 | 0.50% | 2.16 CHF | 2.17 CHF | 30'000 | 30'000 | 29'517 | 29'517 | 59'890 CHF | 60'186 CHF | 96.60% | 96.60% |
13.11.2024 | 0.48% | 2.13 CHF | 2.14 CHF | 30'000 | 30'000 | 29'366 | 29'366 | 62'178 CHF | 62'472 CHF | 99.51% | 99.51% |
12.11.2024 | 0.47% | 2.06 CHF | 2.07 CHF | 30'000 | 30'000 | 29'503 | 29'503 | 63'988 CHF | 64'284 CHF | 98.99% | 98.99% |
11.11.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 30'000 | 30'000 | 29'271 | 29'271 | 69'010 CHF | 69'303 CHF | 96.96% | 96.96% |
08.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 30'000 | 30'000 | 29'631 | 29'631 | 56'400 CHF | 56'698 CHF | 96.70% | 96.70% |
07.11.2024 | 0.51% | 2.02 CHF | 2.03 CHF | 30'000 | 30'000 | 29'261 | 29'261 | 59'128 CHF | 59'421 CHF | 97.36% | 98.28% |