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 | 0.84% | 2.15 CHF | 2.16 CHF | 58'000 | 58'000 | 26'196 | 26'196 | 56'138 CHF | 56'538 CHF | 99.05% | 99.05% |
19.11.2024 | 0.84% | 2.14 CHF | 2.15 CHF | 58'000 | 58'000 | 26'258 | 26'258 | 56'108 CHF | 56'507 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 2.21 CHF | 2.22 CHF | 57'000 | 57'000 | 25'887 | 25'887 | 57'638 CHF | 58'031 CHF | 99.87% | 99.87% |
15.11.2024 | 0.82% | 2.24 CHF | 2.25 CHF | 57'000 | 57'000 | 26'024 | 26'024 | 57'194 CHF | 57'592 CHF | 99.72% | 99.72% |
14.11.2024 | 0.79% | 2.26 CHF | 2.27 CHF | 57'000 | 57'000 | 25'378 | 25'378 | 58'011 CHF | 58'394 CHF | 98.44% | 98.44% |
13.11.2024 | 0.80% | 2.31 CHF | 2.32 CHF | 56'000 | 56'000 | 25'776 | 25'776 | 58'314 CHF | 58'706 CHF | 100.00% | 100.00% |
12.11.2024 | 0.78% | 2.25 CHF | 2.26 CHF | 57'000 | 57'000 | 25'584 | 25'584 | 58'614 CHF | 59'002 CHF | 99.88% | 99.88% |
11.11.2024 | 0.81% | 2.30 CHF | 2.31 CHF | 57'000 | 57'000 | 25'419 | 25'419 | 58'197 CHF | 58'586 CHF | 99.76% | 99.76% |
08.11.2024 | 0.84% | 2.23 CHF | 2.24 CHF | 58'000 | 58'000 | 26'551 | 26'551 | 57'157 CHF | 57'559 CHF | 98.52% | 98.52% |
07.11.2024 | 0.80% | 2.15 CHF | 2.16 CHF | 59'000 | 59'000 | 26'262 | 26'262 | 58'252 CHF | 58'651 CHF | 100.00% | 100.00% |