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 | 0.45% | 2.40 CHF | 2.41 CHF | 35'700 | 35'700 | 35'700 | 35'700 | 78'562 CHF | 78'919 CHF | 100.00% | 100.00% |
19.11.2024 | 0.40% | 2.42 CHF | 2.43 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 94'057 CHF | 94'432 CHF | 100.00% | 100.00% |
18.11.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 41'400 | 41'400 | 41'400 | 41'400 | 95'493 CHF | 95'907 CHF | 100.00% | 100.00% |
15.11.2024 | 0.49% | 2.11 CHF | 2.12 CHF | 44'300 | 44'300 | 44'300 | 44'300 | 90'012 CHF | 90'455 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 40'100 | 40'100 | 40'100 | 40'100 | 79'938 CHF | 80'339 CHF | 100.00% | 100.00% |
13.11.2024 | 0.44% | 2.18 CHF | 2.19 CHF | 38'600 | 38'600 | 38'600 | 38'600 | 86'725 CHF | 87'111 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 2.27 CHF | 2.28 CHF | 46'800 | 46'800 | 46'800 | 46'800 | 95'430 CHF | 95'898 CHF | 99.86% | 99.86% |
11.11.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 41'300 | 41'300 | 41'300 | 41'300 | 76'741 CHF | 77'154 CHF | 99.70% | 99.70% |
08.11.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 42'300 | 42'300 | 42'300 | 42'300 | 89'540 CHF | 89'963 CHF | 98.81% | 98.81% |
07.11.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 42'800 | 42'800 | 42'800 | 42'800 | 87'450 CHF | 87'878 CHF | 100.00% | 100.00% |