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 | 1.60% | 2.03 CHF | 2.06 CHF | 35'100 | 35'100 | 32'706 | 32'706 | 60'919 CHF | 61'900 CHF | 100.00% | 100.00% |
19.11.2024 | 1.39% | 2.03 CHF | 2.06 CHF | 35'500 | 35'500 | 35'500 | 35'500 | 75'928 CHF | 76'993 CHF | 99.84% | 99.84% |
18.11.2024 | 1.43% | 2.07 CHF | 2.10 CHF | 38'700 | 38'700 | 38'140 | 38'140 | 76'856 CHF | 77'958 CHF | 100.00% | 100.00% |
15.11.2024 | 1.58% | 1.95 CHF | 1.98 CHF | 32'500 | 32'500 | 33'198 | 33'198 | 62'942 CHF | 63'938 CHF | 100.00% | 100.00% |
14.11.2024 | 0.99% | 2.03 CHF | 2.05 CHF | 39'800 | 39'800 | 39'494 | 39'494 | 79'293 CHF | 80'082 CHF | 100.00% | 100.00% |
13.11.2024 | 1.45% | 1.86 CHF | 1.89 CHF | 32'000 | 32'000 | 33'684 | 33'684 | 69'472 CHF | 70'483 CHF | 100.00% | 100.00% |
12.11.2024 | 1.01% | 2.06 CHF | 2.08 CHF | 41'400 | 41'400 | 38'905 | 38'905 | 77'072 CHF | 77'850 CHF | 99.86% | 99.86% |
11.11.2024 | 1.72% | 1.81 CHF | 1.84 CHF | 34'100 | 34'100 | 34'100 | 34'100 | 58'939 CHF | 59'962 CHF | 100.00% | 100.00% |
08.11.2024 | 1.55% | 1.94 CHF | 1.97 CHF | 31'900 | 31'900 | 31'900 | 31'900 | 61'268 CHF | 62'225 CHF | 98.88% | 98.88% |
07.11.2024 | 1.49% | 2.09 CHF | 2.12 CHF | 33'800 | 33'800 | 32'106 | 32'106 | 64'290 CHF | 65'253 CHF | 100.00% | 100.00% |