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 | 0.40% | 2.62 CHF | 2.63 CHF | 25'700 | 25'700 | 25'594 | 25'594 | 63'995 CHF | 64'251 CHF | 100.00% | 100.00% |
19.11.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 27'900 | 27'900 | 27'795 | 27'795 | 76'481 CHF | 76'759 CHF | 100.00% | 100.00% |
18.11.2024 | 0.38% | 2.53 CHF | 2.54 CHF | 27'700 | 27'700 | 27'586 | 27'586 | 72'931 CHF | 73'207 CHF | 100.00% | 100.00% |
15.11.2024 | 0.43% | 2.49 CHF | 2.50 CHF | 31'500 | 31'500 | 30'951 | 30'951 | 71'859 CHF | 72'168 CHF | 100.00% | 100.00% |
14.11.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 28'600 | 28'600 | 29'059 | 29'059 | 66'384 CHF | 66'675 CHF | 100.00% | 100.00% |
13.11.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 30'700 | 30'700 | 30'139 | 30'139 | 70'231 CHF | 70'533 CHF | 100.00% | 100.00% |
12.11.2024 | 0.46% | 2.34 CHF | 2.35 CHF | 37'900 | 37'900 | 36'338 | 36'338 | 79'621 CHF | 79'984 CHF | 99.85% | 99.85% |
11.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 30'200 | 30'200 | 30'075 | 30'075 | 55'124 CHF | 55'425 CHF | 99.66% | 99.66% |
08.11.2024 | 0.45% | 2.35 CHF | 2.36 CHF | 35'000 | 35'000 | 34'859 | 34'859 | 77'617 CHF | 77'966 CHF | 99.46% | 99.46% |
07.11.2024 | 0.45% | 2.05 CHF | 2.06 CHF | 21'200 | 21'200 | 21'131 | 21'131 | 47'088 CHF | 47'300 CHF | 99.39% | 99.39% |