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 | 0.40% | 2.35 CHF | 2.36 CHF | 35'200 | 35'200 | 35'131 | 35'131 | 87'477 CHF | 87'828 CHF | 99.44% | 99.44% |
19.11.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 31'500 | 31'500 | 31'249 | 31'249 | 69'251 CHF | 69'564 CHF | 99.41% | 99.41% |
18.11.2024 | 0.38% | 2.70 CHF | 2.71 CHF | 32'300 | 32'300 | 32'167 | 32'167 | 85'028 CHF | 85'350 CHF | 99.88% | 99.88% |
15.11.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 34'400 | 34'400 | 34'258 | 34'258 | 86'663 CHF | 87'005 CHF | 100.00% | 100.00% |
14.11.2024 | 0.43% | 2.45 CHF | 2.46 CHF | 39'400 | 39'400 | 39'678 | 39'678 | 91'710 CHF | 92'107 CHF | 98.50% | 98.50% |
13.11.2024 | 0.45% | 1.94 CHF | 1.95 CHF | 36'100 | 36'100 | 35'860 | 35'860 | 79'321 CHF | 79'679 CHF | 100.00% | 100.00% |
12.11.2024 | 0.39% | 2.24 CHF | 2.25 CHF | 30'900 | 30'900 | 30'072 | 30'072 | 76'426 CHF | 76'727 CHF | 99.88% | 99.88% |
11.11.2024 | 0.39% | 2.79 CHF | 2.80 CHF | 38'100 | 38'100 | 38'057 | 38'057 | 96'841 CHF | 97'222 CHF | 100.00% | 100.00% |
08.11.2024 | 0.45% | 2.08 CHF | 2.09 CHF | 30'900 | 30'900 | 30'672 | 30'672 | 68'246 CHF | 68'553 CHF | 98.51% | 98.51% |
07.11.2024 | 0.33% | 2.86 CHF | 2.87 CHF | 27'700 | 27'700 | 27'021 | 27'021 | 82'664 CHF | 82'935 CHF | 99.79% | 99.79% |