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 | 0.42% | 2.43 CHF | 2.44 CHF | 10'390 | 10'390 | 10'216 | 10'216 | 24'423 CHF | 24'526 CHF | 100.00% | 100.00% |
19.11.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 10'440 | 10'440 | 10'315 | 10'315 | 25'190 CHF | 25'294 CHF | 98.79% | 98.79% |
18.11.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 10'190 | 10'190 | 10'139 | 10'139 | 23'872 CHF | 23'973 CHF | 100.00% | 100.00% |
15.11.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 10'230 | 10'230 | 10'203 | 10'203 | 23'897 CHF | 23'999 CHF | 72.11% | 72.11% |
14.11.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 10'250 | 10'250 | 10'228 | 10'228 | 24'585 CHF | 24'687 CHF | 100.00% | 100.00% |
13.11.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 10'440 | 10'440 | 10'360 | 10'360 | 25'671 CHF | 25'774 CHF | 99.46% | 99.46% |
12.11.2024 | 0.42% | 2.53 CHF | 2.54 CHF | 10'580 | 10'580 | 10'211 | 10'211 | 24'468 CHF | 24'570 CHF | 100.00% | 100.00% |
11.11.2024 | 0.46% | 2.24 CHF | 2.25 CHF | 10'010 | 10'010 | 9'861 | 9'861 | 21'752 CHF | 21'851 CHF | 100.00% | 100.00% |
08.11.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 10'030 | 10'030 | 9'890 | 9'890 | 22'031 CHF | 22'130 CHF | 100.00% | 100.00% |
07.11.2024 | 0.48% | 2.03 CHF | 2.04 CHF | 9'640 | 9'640 | 9'662 | 9'662 | 20'308 CHF | 20'405 CHF | 100.00% | 100.00% |