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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.82% | 2.24 CHF | 2.25 CHF | 56'000 | 56'000 | 25'649 | 25'649 | 56'465 CHF | 56'855 CHF | 99.64% | 99.64% |
20.11.2024 | 0.87% | 2.06 CHF | 2.07 CHF | 58'000 | 58'000 | 26'295 | 26'295 | 53'934 CHF | 54'333 CHF | 99.34% | 99.34% |
19.11.2024 | 0.88% | 2.05 CHF | 2.06 CHF | 58'000 | 58'000 | 26'257 | 26'257 | 53'704 CHF | 54'104 CHF | 100.00% | 100.00% |
18.11.2024 | 0.84% | 2.11 CHF | 2.12 CHF | 57'000 | 57'000 | 25'877 | 25'877 | 55'224 CHF | 55'617 CHF | 99.80% | 99.80% |
15.11.2024 | 0.86% | 2.15 CHF | 2.16 CHF | 57'000 | 57'000 | 26'025 | 26'025 | 54'795 CHF | 55'193 CHF | 99.72% | 99.72% |
14.11.2024 | 0.82% | 2.17 CHF | 2.18 CHF | 57'000 | 57'000 | 25'347 | 25'347 | 55'590 CHF | 55'973 CHF | 98.56% | 98.56% |
13.11.2024 | 0.84% | 2.22 CHF | 2.23 CHF | 56'000 | 56'000 | 25'776 | 25'776 | 55'963 CHF | 56'356 CHF | 100.00% | 100.00% |
12.11.2024 | 0.81% | 2.16 CHF | 2.17 CHF | 57'000 | 57'000 | 25'591 | 25'591 | 56'268 CHF | 56'656 CHF | 99.88% | 99.88% |
11.11.2024 | 0.84% | 2.21 CHF | 2.22 CHF | 57'000 | 57'000 | 25'462 | 25'462 | 55'958 CHF | 56'347 CHF | 99.90% | 99.90% |
08.11.2024 | 0.88% | 2.13 CHF | 2.14 CHF | 58'000 | 58'000 | 26'491 | 26'491 | 54'624 CHF | 55'026 CHF | 99.02% | 99.02% |