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 | 0.72% | 2.51 CHF | 2.52 CHF | 58'000 | 58'000 | 26'293 | 26'293 | 65'971 CHF | 66'371 CHF | 99.32% | 99.32% |
19.11.2024 | 0.72% | 2.50 CHF | 2.51 CHF | 58'000 | 58'000 | 26'257 | 26'257 | 65'678 CHF | 66'078 CHF | 100.00% | 100.00% |
18.11.2024 | 0.69% | 2.57 CHF | 2.58 CHF | 57'000 | 57'000 | 25'876 | 25'876 | 67'070 CHF | 67'464 CHF | 99.80% | 99.80% |
15.11.2024 | 0.70% | 2.61 CHF | 2.62 CHF | 57'000 | 57'000 | 26'024 | 26'024 | 66'733 CHF | 67'131 CHF | 99.72% | 99.72% |
14.11.2024 | 0.68% | 2.63 CHF | 2.64 CHF | 57'000 | 57'000 | 25'346 | 25'346 | 67'219 CHF | 67'602 CHF | 98.60% | 98.60% |
13.11.2024 | 0.69% | 2.68 CHF | 2.69 CHF | 56'000 | 56'000 | 25'776 | 25'776 | 67'724 CHF | 68'116 CHF | 100.00% | 100.00% |
12.11.2024 | 0.67% | 2.61 CHF | 2.62 CHF | 57'000 | 57'000 | 25'583 | 25'583 | 67'905 CHF | 68'293 CHF | 99.89% | 99.89% |
11.11.2024 | 0.70% | 2.66 CHF | 2.67 CHF | 57'000 | 57'000 | 25'462 | 25'462 | 67'512 CHF | 67'901 CHF | 99.90% | 99.90% |
08.11.2024 | 0.72% | 2.59 CHF | 2.60 CHF | 58'000 | 58'000 | 26'491 | 26'491 | 66'546 CHF | 66'948 CHF | 99.02% | 99.02% |
07.11.2024 | 0.69% | 2.51 CHF | 2.52 CHF | 59'000 | 59'000 | 26'261 | 26'261 | 67'687 CHF | 68'086 CHF | 100.00% | 100.00% |