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 | 0.74% | 2.42 CHF | 2.43 CHF | 58'000 | 58'000 | 26'295 | 26'295 | 63'622 CHF | 64'022 CHF | 99.34% | 99.34% |
19.11.2024 | 0.75% | 2.41 CHF | 2.42 CHF | 58'000 | 58'000 | 26'257 | 26'257 | 63'331 CHF | 63'731 CHF | 100.00% | 100.00% |
18.11.2024 | 0.71% | 2.48 CHF | 2.49 CHF | 57'000 | 57'000 | 25'877 | 25'877 | 64'755 CHF | 65'149 CHF | 99.80% | 99.80% |
15.11.2024 | 0.73% | 2.52 CHF | 2.53 CHF | 57'000 | 57'000 | 26'025 | 26'025 | 64'400 CHF | 64'797 CHF | 99.72% | 99.72% |
14.11.2024 | 0.70% | 2.54 CHF | 2.55 CHF | 57'000 | 57'000 | 25'345 | 25'345 | 64'941 CHF | 65'324 CHF | 98.60% | 98.60% |
13.11.2024 | 0.71% | 2.59 CHF | 2.60 CHF | 56'000 | 56'000 | 25'777 | 25'777 | 65'422 CHF | 65'814 CHF | 100.00% | 100.00% |
12.11.2024 | 0.70% | 2.52 CHF | 2.53 CHF | 57'000 | 57'000 | 25'582 | 25'582 | 65'623 CHF | 66'011 CHF | 99.90% | 99.90% |
11.11.2024 | 0.72% | 2.57 CHF | 2.58 CHF | 57'000 | 57'000 | 25'462 | 25'462 | 65'248 CHF | 65'637 CHF | 99.90% | 99.90% |
08.11.2024 | 0.75% | 2.50 CHF | 2.51 CHF | 58'000 | 58'000 | 26'492 | 26'492 | 64'210 CHF | 64'612 CHF | 99.03% | 99.03% |
07.11.2024 | 0.71% | 2.42 CHF | 2.43 CHF | 59'000 | 59'000 | 26'261 | 26'261 | 65'376 CHF | 65'775 CHF | 100.00% | 100.00% |