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 | 0.45% | 2.20 CHF | 2.21 CHF | 5'060 | 5'060 | 5'041 | 5'041 | 11'245 CHF | 11'295 CHF | 100.00% | 100.00% |
19.11.2024 | 0.43% | 2.28 CHF | 2.29 CHF | 5'150 | 5'150 | 5'201 | 5'201 | 12'325 CHF | 12'377 CHF | 98.74% | 98.74% |
18.11.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 5'290 | 5'290 | 5'211 | 5'211 | 12'436 CHF | 12'489 CHF | 100.00% | 100.00% |
15.11.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 5'210 | 5'210 | 5'150 | 5'150 | 11'829 CHF | 11'881 CHF | 71.72% | 71.72% |
14.11.2024 | 0.48% | 2.12 CHF | 2.13 CHF | 4'960 | 4'960 | 4'903 | 4'903 | 10'334 CHF | 10'383 CHF | 100.00% | 100.00% |
13.11.2024 | 0.47% | 2.08 CHF | 2.09 CHF | 4'920 | 4'920 | 4'929 | 4'929 | 10'528 CHF | 10'578 CHF | 99.55% | 99.55% |
12.11.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 4'990 | 4'990 | 4'923 | 4'923 | 10'473 CHF | 10'522 CHF | 100.00% | 100.00% |
11.11.2024 | 0.49% | 1.99 CHF | 2.00 CHF | 4'820 | 4'820 | 4'833 | 4'833 | 9'891 CHF | 9'939 CHF | 100.00% | 100.00% |
08.11.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 4'990 | 4'990 | 4'968 | 4'968 | 10'836 CHF | 10'886 CHF | 100.00% | 100.00% |
07.11.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 5'080 | 5'080 | 5'025 | 5'025 | 11'256 CHF | 11'306 CHF | 100.00% | 100.00% |