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 | 0.67% | 2.79 CHF | 2.80 CHF | 74'300 | 74'300 | 27'190 | 27'190 | 74'128 CHF | 74'510 CHF | 99.83% | 99.83% |
19.11.2024 | 0.65% | 2.82 CHF | 2.83 CHF | 74'300 | 74'300 | 27'270 | 27'270 | 75'876 CHF | 76'260 CHF | 100.00% | 100.00% |
18.11.2024 | 0.63% | 2.75 CHF | 2.76 CHF | 69'200 | 69'200 | 25'673 | 25'673 | 73'220 CHF | 73'582 CHF | 99.91% | 99.91% |
15.11.2024 | 0.38% | 2.88 CHF | 2.89 CHF | 80'400 | 80'400 | 28'955 | 28'955 | 79'495 CHF | 79'785 CHF | 99.47% | 99.47% |
14.11.2024 | 0.42% | 2.49 CHF | 2.50 CHF | 79'600 | 79'600 | 28'655 | 28'655 | 69'036 CHF | 69'323 CHF | 100.00% | 100.00% |
13.11.2024 | 0.46% | 2.45 CHF | 2.46 CHF | 96'300 | 96'300 | 34'739 | 34'739 | 79'687 CHF | 80'035 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 2.24 CHF | 2.25 CHF | 116'000 | 116'000 | 40'540 | 40'540 | 86'330 CHF | 86'736 CHF | 99.47% | 99.47% |
11.11.2024 | 0.59% | 1.88 CHF | 1.89 CHF | 127'100 | 127'100 | 46'059 | 46'059 | 82'853 CHF | 83'314 CHF | 99.90% | 99.90% |
08.11.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 130'600 | 130'600 | 47'825 | 47'825 | 77'450 CHF | 77'929 CHF | 100.00% | 100.00% |
07.11.2024 | 0.64% | 1.60 CHF | 1.61 CHF | 121'600 | 121'600 | 45'020 | 45'020 | 71'817 CHF | 72'269 CHF | 99.76% | 99.76% |