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 | 0.37% | 2.75 CHF | 2.76 CHF | 10'410 | 10'410 | 10'215 | 10'215 | 27'614 CHF | 27'716 CHF | 100.00% | 100.00% |
19.11.2024 | 0.37% | 2.78 CHF | 2.79 CHF | 10'440 | 10'440 | 10'316 | 10'316 | 28'417 CHF | 28'521 CHF | 98.77% | 98.77% |
18.11.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 10'180 | 10'180 | 10'139 | 10'139 | 27'053 CHF | 27'154 CHF | 100.00% | 100.00% |
15.11.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 10'240 | 10'240 | 10'203 | 10'203 | 27'103 CHF | 27'205 CHF | 71.88% | 71.88% |
14.11.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 10'240 | 10'240 | 10'228 | 10'228 | 27'796 CHF | 27'899 CHF | 100.00% | 100.00% |
13.11.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 10'450 | 10'450 | 10'361 | 10'361 | 28'923 CHF | 29'027 CHF | 99.46% | 99.46% |
12.11.2024 | 0.37% | 2.84 CHF | 2.85 CHF | 10'570 | 10'570 | 10'211 | 10'211 | 27'673 CHF | 27'775 CHF | 100.00% | 100.00% |
11.11.2024 | 0.40% | 2.56 CHF | 2.57 CHF | 10'010 | 10'010 | 9'861 | 9'861 | 24'851 CHF | 24'950 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 2.57 CHF | 2.58 CHF | 10'030 | 10'030 | 9'890 | 9'890 | 25'144 CHF | 25'243 CHF | 100.00% | 100.00% |
07.11.2024 | 0.42% | 2.35 CHF | 2.36 CHF | 9'640 | 9'640 | 9'661 | 9'661 | 23'360 CHF | 23'457 CHF | 100.00% | 100.00% |