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 | 0.72% | 2.63 CHF | 2.64 CHF | 126'000 | 126'000 | 44'350 | 44'350 | 113'208 CHF | 113'820 CHF | 99.79% | 99.79% |
19.11.2024 | 0.72% | 2.46 CHF | 2.47 CHF | 130'000 | 130'000 | 45'125 | 45'125 | 110'973 CHF | 111'593 CHF | 100.00% | 100.00% |
18.11.2024 | 0.71% | 2.52 CHF | 2.53 CHF | 128'000 | 128'000 | 44'553 | 44'553 | 112'668 CHF | 113'280 CHF | 99.91% | 99.91% |
15.11.2024 | 0.69% | 2.55 CHF | 2.56 CHF | 128'000 | 128'000 | 43'878 | 43'878 | 113'604 CHF | 114'206 CHF | 100.00% | 100.00% |
14.11.2024 | 0.69% | 2.70 CHF | 2.71 CHF | 124'000 | 124'000 | 42'438 | 42'438 | 111'989 CHF | 112'566 CHF | 100.00% | 100.00% |
13.11.2024 | 0.70% | 2.59 CHF | 2.60 CHF | 126'000 | 126'000 | 44'146 | 44'146 | 114'091 CHF | 114'699 CHF | 100.00% | 100.00% |
12.11.2024 | 0.68% | 2.61 CHF | 2.62 CHF | 126'000 | 126'000 | 43'798 | 43'798 | 114'939 CHF | 115'539 CHF | 100.00% | 100.00% |
11.11.2024 | 0.68% | 2.76 CHF | 2.77 CHF | 124'000 | 124'000 | 43'146 | 43'146 | 116'662 CHF | 117'253 CHF | 99.78% | 99.78% |
08.11.2024 | 1.11% | 2.69 CHF | 2.70 CHF | 126'000 | 126'000 | 35'279 | 35'279 | 92'712 CHF | 93'256 CHF | 99.21% | 99.21% |
07.11.2024 | 0.61% | 3.04 CHF | 3.05 CHF | 118'000 | 118'000 | 41'176 | 41'176 | 123'392 CHF | 123'957 CHF | 99.85% | 99.85% |