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% | 2.24 CHF | 2.25 CHF | 58'000 | 58'000 | 26'294 | 26'294 | 58'824 CHF | 59'223 CHF | 99.33% | 99.33% |
19.11.2024 | 0.81% | 2.23 CHF | 2.24 CHF | 58'000 | 58'000 | 26'257 | 26'257 | 58'531 CHF | 58'931 CHF | 100.00% | 100.00% |
18.11.2024 | 0.77% | 2.30 CHF | 2.31 CHF | 57'000 | 57'000 | 25'877 | 25'877 | 60'011 CHF | 60'405 CHF | 99.80% | 99.80% |
15.11.2024 | 0.79% | 2.33 CHF | 2.34 CHF | 57'000 | 57'000 | 26'024 | 26'024 | 59'613 CHF | 60'011 CHF | 99.72% | 99.72% |
14.11.2024 | 0.76% | 2.36 CHF | 2.37 CHF | 57'000 | 57'000 | 25'346 | 25'346 | 60'275 CHF | 60'659 CHF | 98.59% | 98.59% |
13.11.2024 | 0.77% | 2.41 CHF | 2.42 CHF | 56'000 | 56'000 | 25'777 | 25'777 | 60'708 CHF | 61'101 CHF | 100.00% | 100.00% |
12.11.2024 | 0.75% | 2.34 CHF | 2.35 CHF | 57'000 | 57'000 | 25'589 | 25'589 | 60'979 CHF | 61'367 CHF | 99.90% | 99.90% |
11.11.2024 | 0.78% | 2.39 CHF | 2.40 CHF | 57'000 | 57'000 | 25'464 | 25'464 | 60'632 CHF | 61'021 CHF | 99.90% | 99.90% |
08.11.2024 | 0.81% | 2.32 CHF | 2.33 CHF | 58'000 | 58'000 | 26'492 | 26'492 | 59'436 CHF | 59'838 CHF | 99.02% | 99.02% |
07.11.2024 | 0.77% | 2.24 CHF | 2.25 CHF | 59'000 | 59'000 | 26'261 | 26'261 | 60'638 CHF | 61'037 CHF | 100.00% | 100.00% |