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% | 2.06 CHF | 2.07 CHF | 102'000 | 102'000 | 40'241 | 40'241 | 83'545 CHF | 83'950 CHF | 99.75% | 99.75% |
19.11.2024 | 0.53% | 2.03 CHF | 2.04 CHF | 104'000 | 104'000 | 41'865 | 41'865 | 81'795 CHF | 82'214 CHF | 99.97% | 99.97% |
18.11.2024 | 0.54% | 1.97 CHF | 1.98 CHF | 104'000 | 104'000 | 40'612 | 40'612 | 76'890 CHF | 77'296 CHF | 99.88% | 99.88% |
15.11.2024 | 0.48% | 1.95 CHF | 1.96 CHF | 104'000 | 104'000 | 40'307 | 40'307 | 83'398 CHF | 83'802 CHF | 99.22% | 99.22% |
14.11.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 98'000 | 98'000 | 38'901 | 38'901 | 89'124 CHF | 89'514 CHF | 100.00% | 100.00% |
13.11.2024 | 0.43% | 2.24 CHF | 2.25 CHF | 100'000 | 100'000 | 39'023 | 39'023 | 91'053 CHF | 91'444 CHF | 100.00% | 100.00% |
12.11.2024 | 0.56% | 2.42 CHF | 2.43 CHF | 98'000 | 98'000 | 36'005 | 36'005 | 88'628 CHF | 88'995 CHF | 95.89% | 99.82% |
11.11.2024 | 0.38% | 2.53 CHF | 2.54 CHF | 96'000 | 96'000 | 36'712 | 36'712 | 95'693 CHF | 96'060 CHF | 99.59% | 99.59% |
08.11.2024 | 0.37% | 2.65 CHF | 2.66 CHF | 94'000 | 94'000 | 36'250 | 36'250 | 99'038 CHF | 99'401 CHF | 100.00% | 100.00% |
07.11.2024 | 0.78% | 2.90 CHF | 2.91 CHF | 90'000 | 90'000 | 28'565 | 28'565 | 76'624 CHF | 76'996 CHF | 98.05% | 98.05% |