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 | 0.43% | 2.32 CHF | 2.33 CHF | 44'000 | 44'000 | 44'224 | 44'224 | 102'789 CHF | 103'232 CHF | 100.00% | 100.00% |
19.11.2024 | 0.45% | 2.28 CHF | 2.29 CHF | 45'000 | 45'000 | 44'596 | 44'596 | 100'121 CHF | 100'567 CHF | 98.72% | 98.72% |
18.11.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 45'000 | 45'000 | 44'886 | 44'886 | 100'996 CHF | 101'446 CHF | 100.00% | 100.00% |
15.11.2024 | 0.41% | 2.27 CHF | 2.28 CHF | 45'000 | 45'000 | 43'580 | 43'580 | 107'332 CHF | 107'768 CHF | 71.44% | 71.44% |
14.11.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 42'000 | 42'000 | 41'310 | 41'310 | 111'927 CHF | 112'340 CHF | 100.00% | 100.00% |
13.11.2024 | 0.38% | 2.71 CHF | 2.72 CHF | 41'000 | 41'000 | 41'568 | 41'568 | 111'051 CHF | 111'467 CHF | 98.47% | 98.47% |
12.11.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 41'000 | 41'000 | 40'988 | 40'988 | 112'003 CHF | 112'413 CHF | 99.64% | 99.64% |
11.11.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 42'000 | 42'000 | 41'591 | 41'591 | 112'308 CHF | 112'724 CHF | 100.00% | 100.00% |
08.11.2024 | 0.39% | 2.64 CHF | 2.65 CHF | 42'000 | 42'000 | 42'031 | 42'031 | 109'991 CHF | 110'412 CHF | 100.00% | 100.00% |
07.11.2024 | 0.39% | 2.63 CHF | 2.64 CHF | 42'000 | 42'000 | 42'493 | 42'493 | 109'728 CHF | 110'154 CHF | 100.00% | 100.00% |