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% | 2.33 CHF | 2.34 CHF | 58'000 | 58'000 | 26'294 | 26'294 | 61'162 CHF | 61'562 CHF | 99.33% | 99.33% |
19.11.2024 | 0.78% | 2.32 CHF | 2.33 CHF | 58'000 | 58'000 | 26'257 | 26'257 | 60'861 CHF | 61'261 CHF | 100.00% | 100.00% |
18.11.2024 | 0.74% | 2.39 CHF | 2.40 CHF | 57'000 | 57'000 | 25'825 | 25'825 | 62'192 CHF | 62'586 CHF | 99.64% | 99.64% |
15.11.2024 | 0.76% | 2.42 CHF | 2.43 CHF | 57'000 | 57'000 | 26'024 | 26'024 | 61'932 CHF | 62'329 CHF | 99.72% | 99.72% |
14.11.2024 | 0.73% | 2.45 CHF | 2.46 CHF | 57'000 | 57'000 | 25'350 | 25'350 | 62'548 CHF | 62'931 CHF | 98.50% | 98.50% |
13.11.2024 | 0.74% | 2.50 CHF | 2.51 CHF | 56'000 | 56'000 | 25'777 | 25'777 | 62'970 CHF | 63'363 CHF | 100.00% | 100.00% |
12.11.2024 | 0.72% | 2.43 CHF | 2.44 CHF | 57'000 | 57'000 | 25'591 | 25'591 | 63'246 CHF | 63'633 CHF | 99.88% | 99.88% |
11.11.2024 | 0.75% | 2.48 CHF | 2.49 CHF | 57'000 | 57'000 | 25'462 | 25'462 | 62'876 CHF | 63'265 CHF | 99.90% | 99.90% |
08.11.2024 | 0.78% | 2.40 CHF | 2.41 CHF | 58'000 | 58'000 | 26'491 | 26'491 | 61'765 CHF | 62'167 CHF | 99.02% | 99.02% |
07.11.2024 | 0.74% | 2.33 CHF | 2.34 CHF | 59'000 | 59'000 | 26'261 | 26'261 | 62'934 CHF | 63'333 CHF | 100.00% | 100.00% |