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 | 0.42% | 2.35 CHF | 2.36 CHF | 46'300 | 46'300 | 46'100 | 46'100 | 109'496 CHF | 109'957 CHF | 100.00% | 100.00% |
19.11.2024 | 0.44% | 2.35 CHF | 2.36 CHF | 43'200 | 43'200 | 42'898 | 42'898 | 98'278 CHF | 98'707 CHF | 99.45% | 99.45% |
18.11.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 38'100 | 38'100 | 37'943 | 37'943 | 100'596 CHF | 100'975 CHF | 100.00% | 100.00% |
15.11.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 36'300 | 36'300 | 36'150 | 36'150 | 100'884 CHF | 101'245 CHF | 100.00% | 100.00% |
14.11.2024 | 0.36% | 2.95 CHF | 2.96 CHF | 41'100 | 41'100 | 41'041 | 41'041 | 113'675 CHF | 114'085 CHF | 100.00% | 100.00% |
13.11.2024 | 0.38% | 2.51 CHF | 2.52 CHF | 37'500 | 37'500 | 35'385 | 35'385 | 93'666 CHF | 94'020 CHF | 100.00% | 100.00% |
12.11.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 38'700 | 38'700 | 38'131 | 38'131 | 118'051 CHF | 118'433 CHF | 98.83% | 98.83% |
11.11.2024 | 0.37% | 2.76 CHF | 2.77 CHF | 42'500 | 42'500 | 42'988 | 42'988 | 115'663 CHF | 116'092 CHF | 99.44% | 99.44% |
08.11.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 44'700 | 44'700 | 44'516 | 44'516 | 104'785 CHF | 105'231 CHF | 100.00% | 100.00% |
07.11.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 47'200 | 47'200 | 47'005 | 47'005 | 115'712 CHF | 116'182 CHF | 100.00% | 100.00% |