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 | 0.43% | 2.33 CHF | 2.34 CHF | 43'000 | 43'000 | 42'491 | 42'491 | 98'175 CHF | 98'600 CHF | 100.00% | 100.00% |
19.11.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 42'000 | 42'000 | 42'740 | 42'740 | 98'933 CHF | 99'360 CHF | 100.00% | 100.00% |
18.11.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 42'000 | 42'000 | 41'908 | 41'908 | 95'025 CHF | 95'444 CHF | 100.00% | 100.00% |
15.11.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 42'000 | 42'000 | 41'303 | 41'303 | 93'203 CHF | 93'616 CHF | 100.00% | 100.00% |
14.11.2024 | 0.43% | 2.28 CHF | 2.29 CHF | 42'000 | 42'000 | 42'134 | 42'134 | 96'675 CHF | 97'097 CHF | 100.00% | 100.00% |
13.11.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 96'060 CHF | 96'480 CHF | 100.00% | 100.00% |
12.11.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 42'000 | 42'000 | 41'327 | 41'327 | 93'181 CHF | 93'595 CHF | 99.85% | 99.85% |
11.11.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 40'000 | 40'000 | 39'983 | 39'983 | 85'970 CHF | 86'370 CHF | 99.64% | 99.64% |
08.11.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 40'000 | 40'000 | 39'992 | 39'992 | 86'525 CHF | 86'925 CHF | 98.68% | 98.68% |
07.11.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 39'000 | 39'000 | 38'842 | 38'842 | 81'426 CHF | 81'815 CHF | 99.44% | 99.44% |