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 | 0.83% | 2.30 CHF | 2.31 CHF | 126'000 | 126'000 | 44'349 | 44'349 | 98'592 CHF | 99'204 CHF | 99.78% | 99.78% |
19.11.2024 | 0.84% | 2.14 CHF | 2.15 CHF | 130'000 | 130'000 | 45'125 | 45'125 | 96'144 CHF | 96'763 CHF | 100.00% | 100.00% |
18.11.2024 | 0.81% | 2.19 CHF | 2.20 CHF | 128'000 | 128'000 | 44'552 | 44'552 | 97'953 CHF | 98'565 CHF | 99.91% | 99.91% |
15.11.2024 | 0.79% | 2.22 CHF | 2.23 CHF | 128'000 | 128'000 | 43'878 | 43'878 | 99'075 CHF | 99'677 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 2.37 CHF | 2.38 CHF | 124'000 | 124'000 | 42'398 | 42'398 | 97'854 CHF | 98'431 CHF | 100.00% | 100.00% |
13.11.2024 | 0.80% | 2.26 CHF | 2.27 CHF | 126'000 | 126'000 | 44'145 | 44'145 | 99'565 CHF | 100'173 CHF | 100.00% | 100.00% |
12.11.2024 | 0.77% | 2.28 CHF | 2.29 CHF | 126'000 | 126'000 | 43'798 | 43'798 | 100'551 CHF | 101'151 CHF | 100.00% | 100.00% |
11.11.2024 | 0.77% | 2.43 CHF | 2.44 CHF | 124'000 | 124'000 | 43'145 | 43'145 | 102'514 CHF | 103'106 CHF | 99.78% | 99.78% |
08.11.2024 | 1.26% | 2.37 CHF | 2.38 CHF | 126'000 | 126'000 | 35'279 | 35'279 | 81'264 CHF | 81'808 CHF | 99.21% | 99.21% |
07.11.2024 | 0.69% | 2.72 CHF | 2.73 CHF | 118'000 | 118'000 | 41'177 | 41'177 | 110'023 CHF | 110'589 CHF | 99.85% | 99.85% |