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 | 0.45% | 2.22 CHF | 2.23 CHF | 43'000 | 43'000 | 42'491 | 42'491 | 93'834 CHF | 94'259 CHF | 100.00% | 100.00% |
19.11.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 42'000 | 42'000 | 42'740 | 42'740 | 94'461 CHF | 94'888 CHF | 100.00% | 100.00% |
18.11.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 42'000 | 42'000 | 41'908 | 41'908 | 90'665 CHF | 91'084 CHF | 100.00% | 100.00% |
15.11.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 42'000 | 42'000 | 41'303 | 41'303 | 88'904 CHF | 89'317 CHF | 100.00% | 100.00% |
14.11.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 42'000 | 42'000 | 42'134 | 42'134 | 92'253 CHF | 92'675 CHF | 100.00% | 100.00% |
13.11.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 91'677 CHF | 92'097 CHF | 100.00% | 100.00% |
12.11.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 42'000 | 42'000 | 41'327 | 41'327 | 88'882 CHF | 89'295 CHF | 99.85% | 99.85% |
11.11.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 40'000 | 40'000 | 39'983 | 39'983 | 81'795 CHF | 82'195 CHF | 99.68% | 99.68% |
08.11.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 40'000 | 40'000 | 39'992 | 39'992 | 82'345 CHF | 82'745 CHF | 100.00% | 100.00% |
07.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 39'000 | 39'000 | 38'842 | 38'842 | 77'415 CHF | 77'803 CHF | 99.44% | 99.44% |