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 | 0.82% | 2.43 CHF | 2.45 CHF | 96'000 | 96'000 | 96'275 | 96'275 | 234'534 CHF | 236'460 CHF | 100.00% | 100.00% |
19.11.2024 | 0.85% | 2.39 CHF | 2.41 CHF | 97'000 | 97'000 | 97'924 | 97'924 | 230'729 CHF | 232'688 CHF | 99.90% | 99.90% |
18.11.2024 | 0.84% | 2.36 CHF | 2.38 CHF | 98'000 | 98'000 | 97'903 | 97'903 | 231'076 CHF | 233'034 CHF | 100.00% | 100.00% |
15.11.2024 | 0.78% | 2.38 CHF | 2.40 CHF | 97'000 | 97'000 | 94'152 | 94'152 | 241'483 CHF | 243'366 CHF | 100.00% | 100.00% |
14.11.2024 | 0.71% | 2.84 CHF | 2.86 CHF | 90'000 | 90'000 | 89'816 | 89'816 | 253'873 CHF | 255'669 CHF | 100.00% | 100.00% |
13.11.2024 | 0.72% | 2.83 CHF | 2.85 CHF | 90'000 | 90'000 | 90'469 | 90'469 | 252'135 CHF | 253'945 CHF | 100.00% | 100.00% |
12.11.2024 | 0.70% | 2.86 CHF | 2.88 CHF | 89'000 | 89'000 | 89'469 | 89'469 | 254'998 CHF | 256'788 CHF | 99.91% | 99.91% |
11.11.2024 | 0.71% | 2.80 CHF | 2.82 CHF | 90'000 | 90'000 | 90'078 | 90'078 | 253'731 CHF | 255'533 CHF | 100.00% | 100.00% |
08.11.2024 | 0.73% | 2.76 CHF | 2.78 CHF | 91'000 | 91'000 | 91'382 | 91'382 | 249'719 CHF | 251'547 CHF | 98.96% | 98.96% |
07.11.2024 | 0.74% | 2.74 CHF | 2.76 CHF | 91'000 | 91'000 | 91'896 | 91'896 | 247'917 CHF | 249'755 CHF | 100.00% | 100.00% |