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 | 0.46% | 2.24 CHF | 2.25 CHF | 102'000 | 102'000 | 40'242 | 40'242 | 91'047 CHF | 91'452 CHF | 99.75% | 99.75% |
19.11.2024 | 0.48% | 2.22 CHF | 2.23 CHF | 104'000 | 104'000 | 41'864 | 41'864 | 89'604 CHF | 90'023 CHF | 99.97% | 99.97% |
18.11.2024 | 0.49% | 2.15 CHF | 2.16 CHF | 104'000 | 104'000 | 40'615 | 40'615 | 84'507 CHF | 84'914 CHF | 99.89% | 99.89% |
15.11.2024 | 0.44% | 2.14 CHF | 2.15 CHF | 104'000 | 104'000 | 40'306 | 40'306 | 90'920 CHF | 91'324 CHF | 99.22% | 99.22% |
14.11.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 98'000 | 98'000 | 38'906 | 38'906 | 96'422 CHF | 96'812 CHF | 100.00% | 100.00% |
13.11.2024 | 0.40% | 2.43 CHF | 2.44 CHF | 100'000 | 100'000 | 39'019 | 39'019 | 98'325 CHF | 98'716 CHF | 100.00% | 100.00% |
12.11.2024 | 0.52% | 2.60 CHF | 2.61 CHF | 98'000 | 98'000 | 35'996 | 35'996 | 95'301 CHF | 95'669 CHF | 95.89% | 99.82% |
11.11.2024 | 0.36% | 2.72 CHF | 2.73 CHF | 96'000 | 96'000 | 36'715 | 36'715 | 102'505 CHF | 102'873 CHF | 99.59% | 99.59% |
08.11.2024 | 0.34% | 2.83 CHF | 2.84 CHF | 94'000 | 94'000 | 36'252 | 36'252 | 105'707 CHF | 106'070 CHF | 100.00% | 100.00% |
07.11.2024 | 0.72% | 3.09 CHF | 3.10 CHF | 90'000 | 90'000 | 28'566 | 28'566 | 81'858 CHF | 82'231 CHF | 98.05% | 98.05% |