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 | 0.82% | 2.36 CHF | 2.37 CHF | 76'000 | 76'000 | 50'603 | 50'603 | 118'752 CHF | 119'646 CHF | 100.00% | 100.00% |
19.11.2024 | 0.84% | 2.34 CHF | 2.35 CHF | 76'000 | 76'000 | 49'919 | 49'919 | 114'886 CHF | 115'766 CHF | 98.99% | 98.99% |
18.11.2024 | 0.83% | 2.34 CHF | 2.35 CHF | 75'000 | 75'000 | 49'984 | 49'984 | 116'036 CHF | 116'921 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 2.34 CHF | 2.35 CHF | 75'000 | 75'000 | 49'152 | 49'152 | 113'229 CHF | 114'126 CHF | 71.90% | 71.90% |
14.11.2024 | 0.85% | 2.25 CHF | 2.26 CHF | 72'000 | 72'000 | 48'363 | 48'363 | 109'369 CHF | 110'225 CHF | 100.00% | 100.00% |
13.11.2024 | 0.82% | 2.32 CHF | 2.33 CHF | 75'000 | 75'000 | 50'887 | 50'887 | 119'146 CHF | 120'047 CHF | 99.88% | 99.88% |
12.11.2024 | 0.84% | 2.36 CHF | 2.37 CHF | 77'000 | 77'000 | 50'011 | 50'011 | 115'067 CHF | 115'950 CHF | 99.96% | 99.96% |
11.11.2024 | 0.88% | 2.25 CHF | 2.26 CHF | 73'000 | 73'000 | 47'783 | 47'783 | 104'205 CHF | 105'049 CHF | 99.82% | 99.82% |
08.11.2024 | 0.90% | 2.13 CHF | 2.14 CHF | 71'000 | 71'000 | 47'754 | 47'754 | 102'258 CHF | 103'102 CHF | 99.79% | 99.79% |
07.11.2024 | 0.86% | 2.15 CHF | 2.16 CHF | 72'000 | 72'000 | 49'132 | 49'132 | 108'399 CHF | 109'271 CHF | 99.99% | 99.99% |