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 | 0.75% | 2.61 CHF | 2.63 CHF | 60'000 | 60'000 | 59'990 | 59'990 | 160'256 CHF | 161'456 CHF | 99.82% | 99.82% |
19.11.2024 | 0.83% | 2.43 CHF | 2.45 CHF | 60'000 | 60'000 | 59'985 | 59'985 | 143'730 CHF | 144'930 CHF | 99.12% | 99.12% |
18.11.2024 | 0.82% | 2.46 CHF | 2.48 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 145'880 CHF | 147'080 CHF | 99.73% | 99.73% |
15.11.2024 | 0.80% | 2.45 CHF | 2.47 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 149'527 CHF | 150'727 CHF | 99.57% | 99.57% |
14.11.2024 | 0.78% | 2.53 CHF | 2.55 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 152'749 CHF | 153'949 CHF | 99.71% | 99.71% |
13.11.2024 | 0.76% | 2.59 CHF | 2.61 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 156'468 CHF | 157'668 CHF | 99.93% | 99.93% |
12.11.2024 | 0.73% | 2.60 CHF | 2.62 CHF | 60'000 | 60'000 | 59'996 | 59'996 | 163'426 CHF | 164'626 CHF | 99.31% | 99.31% |
11.11.2024 | 0.70% | 2.83 CHF | 2.85 CHF | 60'000 | 60'000 | 59'989 | 59'989 | 170'265 CHF | 171'465 CHF | 100.00% | 100.00% |
08.11.2024 | 0.74% | 2.72 CHF | 2.74 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 160'917 CHF | 162'117 CHF | 99.94% | 99.94% |
07.11.2024 | 0.73% | 2.70 CHF | 2.72 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 162'689 CHF | 163'889 CHF | 99.81% | 99.81% |