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 | 0.67% | 2.68 CHF | 2.69 CHF | 110'000 | 110'000 | 48'149 | 48'149 | 130'224 CHF | 130'954 CHF | 99.50% | 99.50% |
19.11.2024 | 0.70% | 2.66 CHF | 2.67 CHF | 110'000 | 110'000 | 49'132 | 49'132 | 126'532 CHF | 127'277 CHF | 99.70% | 99.70% |
18.11.2024 | 0.71% | 2.59 CHF | 2.60 CHF | 110'000 | 110'000 | 47'127 | 47'127 | 118'810 CHF | 119'517 CHF | 99.65% | 99.65% |
15.11.2024 | 0.64% | 2.58 CHF | 2.59 CHF | 110'000 | 110'000 | 48'627 | 48'627 | 132'012 CHF | 132'750 CHF | 98.66% | 98.66% |
14.11.2024 | 0.62% | 2.92 CHF | 2.93 CHF | 100'000 | 100'000 | 41'369 | 41'369 | 120'594 CHF | 121'205 CHF | 99.71% | 99.71% |
13.11.2024 | 0.60% | 2.86 CHF | 2.87 CHF | 110'000 | 110'000 | 39'902 | 39'902 | 117'799 CHF | 118'374 CHF | 99.57% | 99.57% |
12.11.2024 | 0.70% | 3.04 CHF | 3.05 CHF | 100'000 | 100'000 | 36'521 | 36'521 | 112'553 CHF | 113'071 CHF | 95.54% | 99.28% |
11.11.2024 | 0.55% | 3.15 CHF | 3.16 CHF | 100'000 | 100'000 | 37'971 | 37'971 | 122'409 CHF | 122'957 CHF | 99.17% | 99.17% |
08.11.2024 | 0.53% | 3.26 CHF | 3.27 CHF | 100'000 | 100'000 | 37'444 | 37'444 | 125'131 CHF | 125'675 CHF | 99.28% | 99.28% |
07.11.2024 | 1.08% | 3.51 CHF | 3.52 CHF | 100'000 | 100'000 | 35'398 | 35'398 | 114'181 CHF | 114'939 CHF | 96.08% | 96.08% |