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 | 0.92% | 2.09 CHF | 2.10 CHF | 126'000 | 126'000 | 44'343 | 44'343 | 89'259 CHF | 89'871 CHF | 99.78% | 99.78% |
19.11.2024 | 0.93% | 1.93 CHF | 1.94 CHF | 130'000 | 130'000 | 45'125 | 45'125 | 86'684 CHF | 87'304 CHF | 100.00% | 100.00% |
18.11.2024 | 0.90% | 1.98 CHF | 1.99 CHF | 128'000 | 128'000 | 44'544 | 44'544 | 88'568 CHF | 89'181 CHF | 99.90% | 99.90% |
15.11.2024 | 0.87% | 2.01 CHF | 2.02 CHF | 128'000 | 128'000 | 43'878 | 43'878 | 89'827 CHF | 90'429 CHF | 100.00% | 100.00% |
14.11.2024 | 0.87% | 2.15 CHF | 2.16 CHF | 124'000 | 124'000 | 42'399 | 42'399 | 88'921 CHF | 89'497 CHF | 100.00% | 100.00% |
13.11.2024 | 0.88% | 2.05 CHF | 2.06 CHF | 126'000 | 126'000 | 44'146 | 44'146 | 90'317 CHF | 90'925 CHF | 100.00% | 100.00% |
12.11.2024 | 0.85% | 2.07 CHF | 2.08 CHF | 126'000 | 126'000 | 43'798 | 43'798 | 91'385 CHF | 91'985 CHF | 100.00% | 100.00% |
11.11.2024 | 0.85% | 2.22 CHF | 2.23 CHF | 124'000 | 124'000 | 43'142 | 43'142 | 93'495 CHF | 94'087 CHF | 99.77% | 99.77% |
08.11.2024 | 1.38% | 2.16 CHF | 2.17 CHF | 126'000 | 126'000 | 35'279 | 35'279 | 73'977 CHF | 74'521 CHF | 99.21% | 99.21% |
07.11.2024 | 0.75% | 2.51 CHF | 2.52 CHF | 118'000 | 118'000 | 41'176 | 41'176 | 101'517 CHF | 102'083 CHF | 99.85% | 99.85% |