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 | 0.36% | 2.64 CHF | 2.65 CHF | 26'200 | 26'200 | 26'092 | 26'092 | 72'210 CHF | 72'471 CHF | 100.00% | 100.00% |
19.11.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 24'400 | 24'400 | 24'309 | 24'309 | 60'829 CHF | 61'072 CHF | 100.00% | 100.00% |
18.11.2024 | 0.38% | 2.77 CHF | 2.78 CHF | 24'500 | 24'500 | 24'399 | 24'399 | 64'569 CHF | 64'813 CHF | 100.00% | 100.00% |
15.11.2024 | 0.32% | 2.82 CHF | 2.83 CHF | 22'000 | 22'000 | 21'619 | 21'619 | 66'534 CHF | 66'751 CHF | 100.00% | 100.00% |
14.11.2024 | 0.32% | 3.21 CHF | 3.22 CHF | 21'900 | 21'900 | 22'290 | 22'290 | 69'665 CHF | 69'888 CHF | 100.00% | 100.00% |
13.11.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 22'300 | 22'300 | 21'882 | 21'882 | 67'194 CHF | 67'413 CHF | 99.79% | 99.79% |
12.11.2024 | 0.60% | 2.99 CHF | 3.01 CHF | 18'200 | 18'200 | 17'469 | 17'469 | 57'870 CHF | 58'220 CHF | 99.85% | 99.85% |
11.11.2024 | 0.50% | 4.01 CHF | 4.03 CHF | 19'800 | 19'800 | 19'718 | 19'718 | 78'665 CHF | 79'059 CHF | 99.67% | 99.67% |
08.11.2024 | 0.58% | 3.21 CHF | 3.23 CHF | 17'300 | 17'300 | 17'230 | 17'230 | 59'649 CHF | 59'994 CHF | 99.48% | 99.48% |
07.11.2024 | 0.27% | 3.93 CHF | 3.94 CHF | 22'600 | 22'600 | 22'527 | 22'527 | 84'965 CHF | 85'190 CHF | 99.39% | 99.39% |