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 | 0.35% | 2.94 CHF | 2.95 CHF | 10'400 | 10'400 | 10'215 | 10'215 | 29'595 CHF | 29'698 CHF | 100.00% | 100.00% |
19.11.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 10'440 | 10'440 | 10'316 | 10'316 | 30'411 CHF | 30'514 CHF | 98.77% | 98.77% |
18.11.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 10'180 | 10'180 | 10'138 | 10'138 | 29'017 CHF | 29'118 CHF | 100.00% | 100.00% |
15.11.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 10'230 | 10'230 | 10'203 | 10'203 | 29'088 CHF | 29'190 CHF | 71.97% | 71.97% |
14.11.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 10'250 | 10'250 | 10'227 | 10'227 | 29'778 CHF | 29'881 CHF | 100.00% | 100.00% |
13.11.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 10'450 | 10'450 | 10'360 | 10'360 | 30'939 CHF | 31'043 CHF | 99.46% | 99.46% |
12.11.2024 | 0.35% | 3.03 CHF | 3.04 CHF | 10'570 | 10'570 | 10'210 | 10'210 | 29'652 CHF | 29'754 CHF | 100.00% | 100.00% |
11.11.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 10'010 | 10'010 | 9'860 | 9'860 | 26'766 CHF | 26'865 CHF | 100.00% | 100.00% |
08.11.2024 | 0.37% | 2.76 CHF | 2.77 CHF | 10'020 | 10'020 | 9'890 | 9'890 | 27'073 CHF | 27'172 CHF | 100.00% | 100.00% |
07.11.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 9'640 | 9'640 | 9'662 | 9'662 | 25'251 CHF | 25'348 CHF | 100.00% | 100.00% |