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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 97'992 CHF | 98'412 CHF | 100.00% | 100.00% |
25.11.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 42'000 | 42'000 | 41'982 | 41'982 | 99'789 CHF | 100'209 CHF | 100.00% | 100.00% |
22.11.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 41'000 | 41'000 | 41'611 | 41'611 | 100'124 CHF | 100'540 CHF | 99.64% | 99.64% |
20.11.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 99'623 CHF | 100'043 CHF | 99.47% | 99.47% |
19.11.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 42'000 | 42'000 | 42'033 | 42'033 | 96'348 CHF | 96'768 CHF | 100.00% | 100.00% |
18.11.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 97'133 CHF | 97'553 CHF | 99.89% | 99.89% |
15.11.2024 | 0.45% | 2.27 CHF | 2.28 CHF | 42'000 | 42'000 | 42'773 | 42'773 | 94'895 CHF | 95'323 CHF | 100.00% | 100.00% |
14.11.2024 | 0.45% | 2.32 CHF | 2.33 CHF | 42'000 | 42'000 | 42'798 | 42'798 | 95'291 CHF | 95'719 CHF | 98.64% | 98.64% |
13.11.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 97'715 CHF | 98'135 CHF | 100.00% | 100.00% |
12.11.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 43'000 | 43'000 | 42'097 | 42'097 | 96'174 CHF | 96'595 CHF | 99.88% | 99.88% |