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 | 0.83% | 2.39 CHF | 2.41 CHF | 40'100 | 40'100 | 40'100 | 40'100 | 96'347 CHF | 97'149 CHF | 100.00% | 100.00% |
19.11.2024 | 0.77% | 2.59 CHF | 2.61 CHF | 43'000 | 43'000 | 42'150 | 42'150 | 109'093 CHF | 109'936 CHF | 99.87% | 99.87% |
18.11.2024 | 0.79% | 2.59 CHF | 2.61 CHF | 40'500 | 40'500 | 40'648 | 40'648 | 103'079 CHF | 103'892 CHF | 100.00% | 100.00% |
15.11.2024 | 0.78% | 2.56 CHF | 2.58 CHF | 41'000 | 41'000 | 41'000 | 41'000 | 104'677 CHF | 105'497 CHF | 100.00% | 100.00% |
14.11.2024 | 0.77% | 2.54 CHF | 2.56 CHF | 40'900 | 40'900 | 41'697 | 41'697 | 108'392 CHF | 109'226 CHF | 100.00% | 100.00% |
13.11.2024 | 0.78% | 2.54 CHF | 2.56 CHF | 40'200 | 40'200 | 40'200 | 40'200 | 102'093 CHF | 102'897 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 2.55 CHF | 2.57 CHF | 42'600 | 42'600 | 42'600 | 42'600 | 106'827 CHF | 107'679 CHF | 99.89% | 99.89% |
11.11.2024 | 0.83% | 2.41 CHF | 2.43 CHF | 43'200 | 43'200 | 43'200 | 43'200 | 103'938 CHF | 104'802 CHF | 100.00% | 100.00% |
08.11.2024 | 0.82% | 2.46 CHF | 2.48 CHF | 48'700 | 48'700 | 48'700 | 48'700 | 118'489 CHF | 119'463 CHF | 98.92% | 98.92% |
07.11.2024 | 1.17% | 2.21 CHF | 2.24 CHF | 40'600 | 40'600 | 40'600 | 40'600 | 92'295 CHF | 93'380 CHF | 100.00% | 100.00% |