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 | 0.94% | 2.12 CHF | 2.14 CHF | 96'000 | 96'000 | 96'275 | 96'275 | 203'926 CHF | 205'851 CHF | 100.00% | 100.00% |
19.11.2024 | 0.98% | 2.08 CHF | 2.10 CHF | 97'000 | 97'000 | 97'924 | 97'924 | 199'593 CHF | 201'552 CHF | 99.89% | 99.89% |
18.11.2024 | 0.97% | 2.04 CHF | 2.06 CHF | 98'000 | 98'000 | 97'903 | 97'903 | 199'974 CHF | 201'932 CHF | 100.00% | 100.00% |
15.11.2024 | 0.89% | 2.06 CHF | 2.08 CHF | 97'000 | 97'000 | 94'153 | 94'153 | 211'590 CHF | 213'473 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 2.52 CHF | 2.54 CHF | 90'000 | 90'000 | 89'816 | 89'816 | 225'360 CHF | 227'156 CHF | 100.00% | 100.00% |
13.11.2024 | 0.81% | 2.51 CHF | 2.53 CHF | 90'000 | 90'000 | 90'469 | 90'469 | 223'414 CHF | 225'223 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 2.55 CHF | 2.57 CHF | 89'000 | 89'000 | 89'469 | 89'469 | 226'591 CHF | 228'381 CHF | 99.93% | 99.93% |
11.11.2024 | 0.80% | 2.48 CHF | 2.50 CHF | 90'000 | 90'000 | 90'078 | 90'078 | 225'184 CHF | 226'985 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 2.44 CHF | 2.46 CHF | 91'000 | 91'000 | 91'382 | 91'382 | 220'727 CHF | 222'555 CHF | 98.94% | 98.94% |
07.11.2024 | 0.84% | 2.42 CHF | 2.44 CHF | 91'000 | 91'000 | 91'897 | 91'897 | 218'786 CHF | 220'624 CHF | 100.00% | 100.00% |