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 | 0.77% | 2.35 CHF | 2.36 CHF | 58'000 | 58'000 | 26'196 | 26'196 | 61'301 CHF | 61'701 CHF | 99.05% | 99.05% |
19.11.2024 | 0.77% | 2.33 CHF | 2.34 CHF | 58'000 | 58'000 | 26'258 | 26'258 | 61'263 CHF | 61'662 CHF | 100.00% | 100.00% |
18.11.2024 | 0.74% | 2.40 CHF | 2.41 CHF | 57'000 | 57'000 | 25'887 | 25'887 | 62'736 CHF | 63'130 CHF | 99.87% | 99.87% |
15.11.2024 | 0.75% | 2.44 CHF | 2.45 CHF | 57'000 | 57'000 | 26'024 | 26'024 | 62'334 CHF | 62'732 CHF | 99.72% | 99.72% |
14.11.2024 | 0.73% | 2.46 CHF | 2.47 CHF | 57'000 | 57'000 | 25'347 | 25'347 | 62'943 CHF | 63'326 CHF | 98.56% | 98.56% |
13.11.2024 | 0.74% | 2.51 CHF | 2.52 CHF | 56'000 | 56'000 | 25'778 | 25'778 | 63'396 CHF | 63'789 CHF | 100.00% | 100.00% |
12.11.2024 | 0.72% | 2.44 CHF | 2.45 CHF | 57'000 | 57'000 | 25'591 | 25'591 | 63'639 CHF | 64'027 CHF | 99.88% | 99.88% |
11.11.2024 | 0.74% | 2.49 CHF | 2.50 CHF | 57'000 | 57'000 | 25'421 | 25'421 | 63'180 CHF | 63'569 CHF | 99.76% | 99.76% |
08.11.2024 | 0.77% | 2.42 CHF | 2.43 CHF | 58'000 | 58'000 | 26'551 | 26'551 | 62'299 CHF | 62'701 CHF | 98.52% | 98.52% |
07.11.2024 | 0.74% | 2.34 CHF | 2.35 CHF | 59'000 | 59'000 | 26'260 | 26'260 | 63'330 CHF | 63'729 CHF | 100.00% | 100.00% |