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 | 0.94% | 2.11 CHF | 2.13 CHF | 50'300 | 50'300 | 50'300 | 50'300 | 106'877 CHF | 107'883 CHF | 99.44% | 99.44% |
19.11.2024 | 0.93% | 2.18 CHF | 2.20 CHF | 50'300 | 50'300 | 51'612 | 51'612 | 110'600 CHF | 111'632 CHF | 98.77% | 98.77% |
18.11.2024 | 0.96% | 2.16 CHF | 2.18 CHF | 52'000 | 52'000 | 53'824 | 53'824 | 111'411 CHF | 112'488 CHF | 98.77% | 98.77% |
15.11.2024 | 1.00% | 1.97 CHF | 1.99 CHF | 54'400 | 54'400 | 55'691 | 55'691 | 110'583 CHF | 111'696 CHF | 100.00% | 100.00% |
14.11.2024 | 1.06% | 1.89 CHF | 1.91 CHF | 56'100 | 56'100 | 54'082 | 54'082 | 101'835 CHF | 102'916 CHF | 100.00% | 100.00% |
13.11.2024 | 1.01% | 1.92 CHF | 1.94 CHF | 53'500 | 53'500 | 52'354 | 52'354 | 102'843 CHF | 103'890 CHF | 100.00% | 100.00% |
12.11.2024 | 0.99% | 1.94 CHF | 1.96 CHF | 52'000 | 52'000 | 49'870 | 49'870 | 100'543 CHF | 101'541 CHF | 99.80% | 99.80% |
11.11.2024 | 0.89% | 2.11 CHF | 2.13 CHF | 49'300 | 49'300 | 47'633 | 47'633 | 106'128 CHF | 107'081 CHF | 99.73% | 99.73% |
08.11.2024 | 0.88% | 2.19 CHF | 2.21 CHF | 47'100 | 47'100 | 47'023 | 47'023 | 106'971 CHF | 107'911 CHF | 100.00% | 100.00% |
07.11.2024 | 0.87% | 2.38 CHF | 2.40 CHF | 47'000 | 47'000 | 48'603 | 48'603 | 111'511 CHF | 112'483 CHF | 99.96% | 99.96% |