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 | 0.91% | 2.19 CHF | 2.21 CHF | 50'200 | 50'200 | 50'200 | 50'200 | 109'681 CHF | 110'685 CHF | 100.00% | 100.00% |
19.11.2024 | 0.98% | 2.03 CHF | 2.05 CHF | 52'700 | 52'700 | 51'674 | 51'674 | 105'043 CHF | 106'077 CHF | 99.90% | 99.90% |
18.11.2024 | 0.95% | 2.05 CHF | 2.07 CHF | 49'800 | 49'800 | 49'985 | 49'985 | 104'400 CHF | 105'399 CHF | 100.00% | 100.00% |
15.11.2024 | 0.96% | 2.07 CHF | 2.09 CHF | 49'500 | 49'500 | 49'500 | 49'500 | 103'177 CHF | 104'167 CHF | 100.00% | 100.00% |
14.11.2024 | 0.98% | 2.10 CHF | 2.12 CHF | 49'500 | 49'500 | 50'496 | 50'496 | 103'008 CHF | 104'018 CHF | 100.00% | 100.00% |
13.11.2024 | 0.95% | 2.08 CHF | 2.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 104'535 CHF | 105'535 CHF | 100.00% | 100.00% |
12.11.2024 | 0.94% | 2.08 CHF | 2.10 CHF | 48'200 | 48'200 | 48'200 | 48'200 | 102'070 CHF | 103'034 CHF | 99.92% | 99.92% |
11.11.2024 | 0.90% | 2.21 CHF | 2.23 CHF | 47'800 | 47'800 | 47'800 | 47'800 | 105'888 CHF | 106'844 CHF | 100.00% | 100.00% |
08.11.2024 | 0.91% | 2.17 CHF | 2.19 CHF | 44'200 | 44'200 | 44'200 | 44'200 | 97'200 CHF | 98'084 CHF | 98.95% | 98.95% |
07.11.2024 | 0.83% | 2.45 CHF | 2.47 CHF | 48'600 | 48'600 | 48'600 | 48'600 | 116'750 CHF | 117'722 CHF | 100.00% | 100.00% |