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% | 2.49 CHF | 2.50 CHF | 58'000 | 58'000 | 26'197 | 26'197 | 65'184 CHF | 65'583 CHF | 99.06% | 99.06% |
19.11.2024 | 0.73% | 2.48 CHF | 2.49 CHF | 58'000 | 58'000 | 26'257 | 26'257 | 65'128 CHF | 65'528 CHF | 100.00% | 100.00% |
18.11.2024 | 0.70% | 2.55 CHF | 2.56 CHF | 57'000 | 57'000 | 25'888 | 25'888 | 66'564 CHF | 66'958 CHF | 99.87% | 99.87% |
15.11.2024 | 0.71% | 2.58 CHF | 2.59 CHF | 57'000 | 57'000 | 26'025 | 26'025 | 66'191 CHF | 66'589 CHF | 99.72% | 99.72% |
14.11.2024 | 0.69% | 2.61 CHF | 2.62 CHF | 57'000 | 57'000 | 25'347 | 25'347 | 66'701 CHF | 67'085 CHF | 98.52% | 98.52% |
13.11.2024 | 0.69% | 2.66 CHF | 2.67 CHF | 56'000 | 56'000 | 25'777 | 25'777 | 67'192 CHF | 67'585 CHF | 100.00% | 100.00% |
12.11.2024 | 0.68% | 2.59 CHF | 2.60 CHF | 57'000 | 57'000 | 25'591 | 25'591 | 67'403 CHF | 67'791 CHF | 99.88% | 99.88% |
11.11.2024 | 0.70% | 2.64 CHF | 2.65 CHF | 57'000 | 57'000 | 25'421 | 25'421 | 66'889 CHF | 67'278 CHF | 99.76% | 99.76% |
08.11.2024 | 0.72% | 2.57 CHF | 2.58 CHF | 58'000 | 58'000 | 26'551 | 26'551 | 66'153 CHF | 66'555 CHF | 98.52% | 98.52% |
07.11.2024 | 0.70% | 2.49 CHF | 2.50 CHF | 59'000 | 59'000 | 26'261 | 26'261 | 67'154 CHF | 67'553 CHF | 100.00% | 100.00% |