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 | 0.52% | 1.96 CHF | 1.97 CHF | 102'000 | 102'000 | 40'244 | 40'244 | 79'779 CHF | 80'184 CHF | 99.75% | 99.75% |
19.11.2024 | 0.55% | 1.94 CHF | 1.95 CHF | 104'000 | 104'000 | 41'863 | 41'863 | 77'926 CHF | 78'345 CHF | 99.97% | 99.97% |
18.11.2024 | 0.57% | 1.87 CHF | 1.88 CHF | 104'000 | 104'000 | 40'618 | 40'618 | 73'139 CHF | 73'546 CHF | 99.89% | 99.89% |
15.11.2024 | 0.50% | 1.86 CHF | 1.87 CHF | 104'000 | 104'000 | 40'305 | 40'305 | 79'621 CHF | 80'025 CHF | 99.22% | 99.22% |
14.11.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 98'000 | 98'000 | 38'907 | 38'907 | 85'495 CHF | 85'885 CHF | 100.00% | 100.00% |
13.11.2024 | 0.45% | 2.15 CHF | 2.16 CHF | 100'000 | 100'000 | 39'019 | 39'019 | 87'423 CHF | 87'814 CHF | 100.00% | 100.00% |
12.11.2024 | 0.58% | 2.33 CHF | 2.34 CHF | 98'000 | 98'000 | 36'007 | 36'007 | 85'304 CHF | 85'672 CHF | 95.89% | 99.82% |
11.11.2024 | 0.40% | 2.44 CHF | 2.45 CHF | 96'000 | 96'000 | 36'714 | 36'714 | 92'319 CHF | 92'687 CHF | 99.59% | 99.59% |
08.11.2024 | 0.38% | 2.56 CHF | 2.57 CHF | 94'000 | 94'000 | 36'252 | 36'252 | 95'721 CHF | 96'084 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 2.81 CHF | 2.82 CHF | 90'000 | 90'000 | 28'566 | 28'566 | 74'005 CHF | 74'377 CHF | 98.05% | 98.05% |