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 | 0.80% | 2.25 CHF | 2.26 CHF | 58'000 | 58'000 | 26'198 | 26'198 | 58'750 CHF | 59'149 CHF | 99.07% | 99.07% |
19.11.2024 | 0.81% | 2.24 CHF | 2.25 CHF | 58'000 | 58'000 | 26'258 | 26'258 | 58'717 CHF | 59'117 CHF | 100.00% | 100.00% |
18.11.2024 | 0.77% | 2.31 CHF | 2.32 CHF | 57'000 | 57'000 | 25'889 | 25'889 | 60'224 CHF | 60'618 CHF | 99.87% | 99.87% |
15.11.2024 | 0.79% | 2.34 CHF | 2.35 CHF | 57'000 | 57'000 | 26'025 | 26'025 | 59'796 CHF | 60'194 CHF | 99.72% | 99.72% |
14.11.2024 | 0.76% | 2.36 CHF | 2.37 CHF | 57'000 | 57'000 | 25'378 | 25'378 | 60'546 CHF | 60'929 CHF | 98.48% | 98.48% |
13.11.2024 | 0.77% | 2.41 CHF | 2.42 CHF | 56'000 | 56'000 | 25'778 | 25'778 | 60'885 CHF | 61'278 CHF | 100.00% | 100.00% |
12.11.2024 | 0.75% | 2.35 CHF | 2.36 CHF | 57'000 | 57'000 | 25'590 | 25'590 | 61'162 CHF | 61'549 CHF | 99.88% | 99.88% |
11.11.2024 | 0.77% | 2.40 CHF | 2.41 CHF | 57'000 | 57'000 | 25'421 | 25'421 | 60'714 CHF | 61'104 CHF | 99.76% | 99.76% |
08.11.2024 | 0.80% | 2.32 CHF | 2.33 CHF | 58'000 | 58'000 | 26'551 | 26'551 | 59'760 CHF | 60'162 CHF | 98.52% | 98.52% |
07.11.2024 | 0.77% | 2.25 CHF | 2.26 CHF | 59'000 | 59'000 | 26'260 | 26'260 | 60'810 CHF | 61'209 CHF | 100.00% | 100.00% |