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 | 0.42% | 2.33 CHF | 2.34 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 113'000 CHF | 113'480 CHF | 99.49% | 99.49% |
19.11.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 111'504 CHF | 111'984 CHF | 100.00% | 100.00% |
18.11.2024 | 0.45% | 2.28 CHF | 2.29 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 107'135 CHF | 107'615 CHF | 99.90% | 99.90% |
15.11.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'198 CHF | 106'698 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 2.11 CHF | 2.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 102'108 CHF | 102'608 CHF | 98.66% | 98.66% |
13.11.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'319 CHF | 104'819 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 2.06 CHF | 2.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 105'712 CHF | 106'212 CHF | 99.88% | 99.88% |
11.11.2024 | 0.45% | 2.18 CHF | 2.19 CHF | 48'000 | 48'000 | 48'004 | 48'004 | 106'091 CHF | 106'571 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 99'072 CHF | 99'572 CHF | 98.29% | 98.29% |
07.11.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 101'934 CHF | 102'434 CHF | 100.00% | 100.00% |