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 | 0.63% | 2.86 CHF | 2.87 CHF | 110'000 | 110'000 | 48'099 | 48'099 | 138'548 CHF | 139'277 CHF | 99.41% | 99.41% |
19.11.2024 | 0.66% | 2.83 CHF | 2.84 CHF | 110'000 | 110'000 | 49'166 | 49'166 | 135'190 CHF | 135'935 CHF | 99.76% | 99.76% |
18.11.2024 | 0.67% | 2.77 CHF | 2.78 CHF | 110'000 | 110'000 | 47'160 | 47'160 | 127'156 CHF | 127'863 CHF | 99.67% | 99.67% |
15.11.2024 | 0.61% | 2.76 CHF | 2.77 CHF | 110'000 | 110'000 | 48'613 | 48'613 | 140'552 CHF | 141'290 CHF | 98.65% | 98.65% |
14.11.2024 | 0.58% | 3.09 CHF | 3.10 CHF | 100'000 | 100'000 | 41'464 | 41'464 | 128'192 CHF | 128'803 CHF | 99.93% | 99.93% |
13.11.2024 | 0.57% | 3.04 CHF | 3.05 CHF | 110'000 | 110'000 | 39'795 | 39'795 | 124'444 CHF | 125'018 CHF | 99.43% | 99.43% |
12.11.2024 | 0.66% | 3.21 CHF | 3.22 CHF | 100'000 | 100'000 | 36'509 | 36'509 | 118'889 CHF | 119'407 CHF | 95.45% | 99.34% |
11.11.2024 | 0.52% | 3.32 CHF | 3.33 CHF | 100'000 | 100'000 | 37'891 | 37'891 | 128'759 CHF | 129'306 CHF | 99.32% | 99.32% |
08.11.2024 | 0.51% | 3.43 CHF | 3.44 CHF | 100'000 | 100'000 | 37'726 | 37'726 | 132'589 CHF | 133'136 CHF | 99.24% | 99.24% |
07.11.2024 | 1.02% | 3.68 CHF | 3.69 CHF | 100'000 | 100'000 | 35'258 | 35'258 | 119'944 CHF | 120'701 CHF | 96.08% | 96.08% |