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 | 0.79% | 2.42 CHF | 2.43 CHF | 126'000 | 126'000 | 44'345 | 44'345 | 103'677 CHF | 104'289 CHF | 99.78% | 99.78% |
19.11.2024 | 0.79% | 2.25 CHF | 2.26 CHF | 130'000 | 130'000 | 45'128 | 45'128 | 101'334 CHF | 101'954 CHF | 100.00% | 100.00% |
18.11.2024 | 0.77% | 2.30 CHF | 2.31 CHF | 128'000 | 128'000 | 44'547 | 44'547 | 103'102 CHF | 103'714 CHF | 99.91% | 99.91% |
15.11.2024 | 0.75% | 2.34 CHF | 2.35 CHF | 128'000 | 128'000 | 43'877 | 43'877 | 104'149 CHF | 104'751 CHF | 100.00% | 100.00% |
14.11.2024 | 0.75% | 2.48 CHF | 2.49 CHF | 124'000 | 124'000 | 42'398 | 42'398 | 102'788 CHF | 103'364 CHF | 100.00% | 100.00% |
13.11.2024 | 0.76% | 2.37 CHF | 2.38 CHF | 126'000 | 126'000 | 44'148 | 44'148 | 104'635 CHF | 105'243 CHF | 100.00% | 100.00% |
12.11.2024 | 0.74% | 2.39 CHF | 2.40 CHF | 126'000 | 126'000 | 43'803 | 43'803 | 105'568 CHF | 106'168 CHF | 100.00% | 100.00% |
11.11.2024 | 0.73% | 2.55 CHF | 2.56 CHF | 124'000 | 124'000 | 43'143 | 43'143 | 107'444 CHF | 108'036 CHF | 99.78% | 99.78% |
08.11.2024 | 1.20% | 2.48 CHF | 2.49 CHF | 126'000 | 126'000 | 35'279 | 35'279 | 85'270 CHF | 85'814 CHF | 99.21% | 99.21% |
07.11.2024 | 0.66% | 2.83 CHF | 2.84 CHF | 118'000 | 118'000 | 41'180 | 41'180 | 114'718 CHF | 115'284 CHF | 99.85% | 99.85% |