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 | 0.49% | 2.00 CHF | 2.01 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 46'489 CHF | 46'717 CHF | 100.00% | 100.00% |
19.11.2024 | 0.51% | 2.00 CHF | 2.01 CHF | 23'000 | 23'000 | 22'780 | 22'780 | 44'971 CHF | 45'199 CHF | 98.77% | 98.77% |
18.11.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 23'000 | 23'000 | 22'784 | 22'784 | 45'707 CHF | 45'935 CHF | 100.00% | 100.00% |
15.11.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 23'000 | 23'000 | 23'000 | 23'000 | 46'917 CHF | 47'147 CHF | 71.49% | 71.49% |
14.11.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 45'898 CHF | 46'126 CHF | 100.00% | 100.00% |
13.11.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 23'000 | 23'000 | 22'782 | 22'782 | 45'695 CHF | 45'923 CHF | 99.27% | 99.27% |
12.11.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 23'000 | 23'000 | 22'783 | 22'783 | 46'326 CHF | 46'554 CHF | 100.00% | 100.00% |
11.11.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 23'000 | 23'000 | 22'258 | 22'258 | 46'716 CHF | 46'939 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 23'000 | 23'000 | 22'785 | 22'785 | 46'735 CHF | 46'963 CHF | 100.00% | 100.00% |
07.11.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 23'000 | 23'000 | 22'785 | 22'785 | 46'306 CHF | 46'534 CHF | 100.00% | 100.00% |