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 | 0.79% | 2.48 CHF | 2.49 CHF | 114'000 | 114'000 | 49'704 | 49'704 | 120'958 CHF | 121'719 CHF | 99.90% | 99.90% |
19.11.2024 | 0.79% | 2.26 CHF | 2.27 CHF | 118'000 | 118'000 | 51'728 | 51'728 | 117'213 CHF | 117'991 CHF | 99.88% | 99.88% |
18.11.2024 | 0.73% | 2.26 CHF | 2.27 CHF | 118'000 | 118'000 | 50'949 | 50'949 | 120'213 CHF | 120'974 CHF | 97.65% | 97.65% |
15.11.2024 | 0.65% | 2.55 CHF | 2.56 CHF | 112'000 | 112'000 | 47'280 | 47'280 | 128'009 CHF | 128'716 CHF | 99.58% | 99.58% |
14.11.2024 | 0.58% | 2.98 CHF | 2.99 CHF | 105'000 | 105'000 | 46'838 | 46'838 | 142'095 CHF | 142'802 CHF | 100.00% | 100.00% |
13.11.2024 | 0.58% | 3.15 CHF | 3.16 CHF | 103'000 | 103'000 | 46'303 | 46'303 | 145'050 CHF | 145'752 CHF | 100.00% | 100.00% |
12.11.2024 | 0.57% | 3.09 CHF | 3.10 CHF | 104'000 | 104'000 | 46'386 | 46'386 | 146'428 CHF | 147'131 CHF | 99.80% | 99.80% |
11.11.2024 | 0.56% | 3.29 CHF | 3.30 CHF | 102'000 | 102'000 | 45'815 | 45'815 | 148'178 CHF | 148'873 CHF | 99.89% | 99.89% |
08.11.2024 | 1.05% | 3.16 CHF | 3.17 CHF | 104'000 | 104'000 | 47'773 | 47'773 | 143'208 CHF | 144'319 CHF | 98.91% | 98.91% |
07.11.2024 | 1.13% | 2.84 CHF | 2.85 CHF | 109'000 | 109'000 | 49'026 | 49'026 | 135'686 CHF | 136'831 CHF | 99.90% | 99.90% |