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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 43'000 | 43'000 | 43'648 | 43'648 | 93'191 CHF | 93'627 CHF | 100.00% | 100.00% |
20.11.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 43'000 | 43'000 | 42'491 | 42'491 | 87'906 CHF | 88'331 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 42'000 | 42'000 | 42'740 | 42'740 | 88'498 CHF | 88'925 CHF | 100.00% | 100.00% |
18.11.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 42'000 | 42'000 | 41'908 | 41'908 | 84'893 CHF | 85'312 CHF | 100.00% | 100.00% |
15.11.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 42'000 | 42'000 | 41'303 | 41'303 | 83'178 CHF | 83'592 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 42'000 | 42'000 | 42'134 | 42'134 | 86'376 CHF | 86'798 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 85'849 CHF | 86'269 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 42'000 | 42'000 | 41'327 | 41'327 | 83'138 CHF | 83'551 CHF | 99.87% | 99.87% |
11.11.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 40'000 | 40'000 | 39'983 | 39'983 | 76'273 CHF | 76'673 CHF | 99.67% | 99.67% |
08.11.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 40'000 | 40'000 | 39'992 | 39'992 | 76'840 CHF | 77'240 CHF | 98.77% | 98.77% |