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 | 0.88% | 2.20 CHF | 2.21 CHF | 126'000 | 126'000 | 44'342 | 44'342 | 93'898 CHF | 94'510 CHF | 99.78% | 99.78% |
19.11.2024 | 0.88% | 2.03 CHF | 2.04 CHF | 130'000 | 130'000 | 45'125 | 45'125 | 91'394 CHF | 92'014 CHF | 100.00% | 100.00% |
18.11.2024 | 0.85% | 2.08 CHF | 2.09 CHF | 128'000 | 128'000 | 44'542 | 44'542 | 93'234 CHF | 93'846 CHF | 99.90% | 99.90% |
15.11.2024 | 0.83% | 2.12 CHF | 2.13 CHF | 128'000 | 128'000 | 43'876 | 43'876 | 94'412 CHF | 95'014 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 2.26 CHF | 2.27 CHF | 124'000 | 124'000 | 42'398 | 42'398 | 93'398 CHF | 93'974 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 2.15 CHF | 2.16 CHF | 126'000 | 126'000 | 44'144 | 44'144 | 94'917 CHF | 95'526 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 2.17 CHF | 2.18 CHF | 126'000 | 126'000 | 43'803 | 43'803 | 95'952 CHF | 96'552 CHF | 100.00% | 100.00% |
11.11.2024 | 0.81% | 2.33 CHF | 2.34 CHF | 124'000 | 124'000 | 43'141 | 43'141 | 98'002 CHF | 98'594 CHF | 99.77% | 99.77% |
08.11.2024 | 1.32% | 2.26 CHF | 2.27 CHF | 126'000 | 126'000 | 35'280 | 35'280 | 77'615 CHF | 78'159 CHF | 99.21% | 99.21% |
07.11.2024 | 0.72% | 2.61 CHF | 2.62 CHF | 118'000 | 118'000 | 41'180 | 41'180 | 105'758 CHF | 106'323 CHF | 99.85% | 99.85% |