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 | 0.50% | 2.05 CHF | 2.06 CHF | 10'400 | 10'400 | 10'216 | 10'216 | 20'480 CHF | 20'582 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 10'440 | 10'440 | 10'316 | 10'316 | 21'216 CHF | 21'319 CHF | 98.80% | 98.80% |
18.11.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 10'190 | 10'190 | 10'139 | 10'139 | 19'954 CHF | 20'055 CHF | 100.00% | 100.00% |
15.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 10'240 | 10'240 | 10'203 | 10'203 | 19'945 CHF | 20'047 CHF | 72.16% | 72.16% |
14.11.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 10'240 | 10'240 | 10'228 | 10'228 | 20'629 CHF | 20'731 CHF | 100.00% | 100.00% |
13.11.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 10'450 | 10'450 | 10'361 | 10'361 | 21'658 CHF | 21'762 CHF | 99.46% | 99.46% |
12.11.2024 | 0.50% | 2.14 CHF | 2.15 CHF | 10'570 | 10'570 | 10'211 | 10'211 | 20'517 CHF | 20'619 CHF | 100.00% | 100.00% |
11.11.2024 | 0.55% | 1.86 CHF | 1.87 CHF | 10'020 | 10'020 | 9'861 | 9'861 | 17'932 CHF | 18'030 CHF | 100.00% | 100.00% |
08.11.2024 | 0.55% | 1.86 CHF | 1.87 CHF | 10'030 | 10'030 | 9'890 | 9'890 | 18'193 CHF | 18'292 CHF | 100.00% | 100.00% |
07.11.2024 | 0.59% | 1.64 CHF | 1.65 CHF | 9'640 | 9'640 | 9'662 | 9'662 | 16'543 CHF | 16'640 CHF | 100.00% | 100.00% |