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 | 0.76% | 2.55 CHF | 2.56 CHF | 76'000 | 76'000 | 50'568 | 50'568 | 128'165 CHF | 129'058 CHF | 100.00% | 100.00% |
19.11.2024 | 0.77% | 2.53 CHF | 2.54 CHF | 76'000 | 76'000 | 49'903 | 49'903 | 124'158 CHF | 125'037 CHF | 98.98% | 98.98% |
18.11.2024 | 0.77% | 2.52 CHF | 2.53 CHF | 75'000 | 75'000 | 49'987 | 49'987 | 125'396 CHF | 126'281 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 2.53 CHF | 2.54 CHF | 75'000 | 75'000 | 49'035 | 49'035 | 122'105 CHF | 123'002 CHF | 71.52% | 71.52% |
14.11.2024 | 0.78% | 2.44 CHF | 2.45 CHF | 72'000 | 72'000 | 48'392 | 48'392 | 118'512 CHF | 119'368 CHF | 100.00% | 100.00% |
13.11.2024 | 0.76% | 2.51 CHF | 2.52 CHF | 75'000 | 75'000 | 50'934 | 50'934 | 128'826 CHF | 129'728 CHF | 99.89% | 99.89% |
12.11.2024 | 0.77% | 2.55 CHF | 2.56 CHF | 77'000 | 77'000 | 50'036 | 50'036 | 124'460 CHF | 125'343 CHF | 99.96% | 99.96% |
11.11.2024 | 0.81% | 2.44 CHF | 2.45 CHF | 74'000 | 74'000 | 47'804 | 47'804 | 113'142 CHF | 113'986 CHF | 99.82% | 99.82% |
08.11.2024 | 0.83% | 2.31 CHF | 2.32 CHF | 71'000 | 71'000 | 47'762 | 47'762 | 111'080 CHF | 111'925 CHF | 99.79% | 99.79% |
07.11.2024 | 0.80% | 2.34 CHF | 2.35 CHF | 72'000 | 72'000 | 49'215 | 49'215 | 117'730 CHF | 118'603 CHF | 99.99% | 99.99% |