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 | 0.76% | 2.53 CHF | 2.54 CHF | 126'000 | 126'000 | 44'347 | 44'347 | 108'546 CHF | 109'158 CHF | 99.78% | 99.78% |
19.11.2024 | 0.76% | 2.36 CHF | 2.37 CHF | 130'000 | 130'000 | 45'125 | 45'125 | 106'245 CHF | 106'864 CHF | 100.00% | 100.00% |
18.11.2024 | 0.74% | 2.41 CHF | 2.42 CHF | 128'000 | 128'000 | 44'548 | 44'548 | 107'977 CHF | 108'590 CHF | 99.91% | 99.91% |
15.11.2024 | 0.72% | 2.45 CHF | 2.46 CHF | 128'000 | 128'000 | 43'878 | 43'878 | 108'960 CHF | 109'562 CHF | 100.00% | 100.00% |
14.11.2024 | 0.72% | 2.59 CHF | 2.60 CHF | 124'000 | 124'000 | 42'439 | 42'439 | 107'540 CHF | 108'116 CHF | 100.00% | 100.00% |
13.11.2024 | 0.73% | 2.48 CHF | 2.49 CHF | 126'000 | 126'000 | 44'146 | 44'146 | 109'441 CHF | 110'049 CHF | 100.00% | 100.00% |
12.11.2024 | 0.70% | 2.50 CHF | 2.51 CHF | 126'000 | 126'000 | 43'798 | 43'798 | 110'328 CHF | 110'928 CHF | 100.00% | 100.00% |
11.11.2024 | 0.70% | 2.66 CHF | 2.67 CHF | 124'000 | 124'000 | 43'144 | 43'144 | 112'113 CHF | 112'705 CHF | 99.78% | 99.78% |
08.11.2024 | 1.16% | 2.59 CHF | 2.60 CHF | 126'000 | 126'000 | 35'279 | 35'279 | 89'072 CHF | 89'617 CHF | 99.21% | 99.21% |
07.11.2024 | 0.63% | 2.94 CHF | 2.95 CHF | 118'000 | 118'000 | 41'177 | 41'177 | 119'143 CHF | 119'709 CHF | 99.85% | 99.85% |