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 | 0.86% | 2.29 CHF | 2.30 CHF | 114'000 | 114'000 | 49'705 | 49'705 | 111'510 CHF | 112'271 CHF | 99.90% | 99.90% |
19.11.2024 | 0.86% | 2.07 CHF | 2.08 CHF | 118'000 | 118'000 | 51'730 | 51'730 | 107'406 CHF | 108'184 CHF | 99.88% | 99.88% |
18.11.2024 | 0.79% | 2.07 CHF | 2.08 CHF | 118'000 | 118'000 | 50'950 | 50'950 | 110'518 CHF | 111'279 CHF | 97.65% | 97.65% |
15.11.2024 | 0.70% | 2.36 CHF | 2.37 CHF | 112'000 | 112'000 | 47'281 | 47'281 | 119'005 CHF | 119'712 CHF | 99.58% | 99.58% |
14.11.2024 | 0.62% | 2.79 CHF | 2.80 CHF | 105'000 | 105'000 | 46'839 | 46'839 | 133'168 CHF | 133'875 CHF | 100.00% | 100.00% |
13.11.2024 | 0.61% | 2.96 CHF | 2.97 CHF | 103'000 | 103'000 | 46'304 | 46'304 | 136'294 CHF | 136'996 CHF | 100.00% | 100.00% |
12.11.2024 | 0.60% | 2.90 CHF | 2.91 CHF | 104'000 | 104'000 | 46'386 | 46'386 | 137'647 CHF | 138'350 CHF | 99.80% | 99.80% |
11.11.2024 | 0.60% | 3.10 CHF | 3.11 CHF | 102'000 | 102'000 | 45'812 | 45'812 | 139'533 CHF | 140'228 CHF | 99.89% | 99.89% |
08.11.2024 | 1.12% | 2.97 CHF | 2.98 CHF | 104'000 | 104'000 | 47'765 | 47'765 | 134'249 CHF | 135'360 CHF | 98.93% | 98.93% |
07.11.2024 | 1.21% | 2.65 CHF | 2.66 CHF | 109'000 | 109'000 | 49'026 | 49'026 | 126'491 CHF | 127'636 CHF | 99.90% | 99.90% |