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 | 0.53% | 1.79 CHF | 1.80 CHF | 36'000 | 36'000 | 35'275 | 35'275 | 66'640 CHF | 66'993 CHF | 100.00% | 100.00% |
19.11.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 32'500 | 32'500 | 32'342 | 32'342 | 60'793 CHF | 61'117 CHF | 100.00% | 100.00% |
18.11.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 31'900 | 31'900 | 31'704 | 31'704 | 69'261 CHF | 69'578 CHF | 100.00% | 100.00% |
15.11.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 33'100 | 33'100 | 33'055 | 33'055 | 75'528 CHF | 75'858 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 2.13 CHF | 2.14 CHF | 37'700 | 37'700 | 37'824 | 37'824 | 75'254 CHF | 75'632 CHF | 99.35% | 99.35% |
13.11.2024 | 0.52% | 1.70 CHF | 1.71 CHF | 32'000 | 32'000 | 31'302 | 31'302 | 60'923 CHF | 61'236 CHF | 100.00% | 100.00% |
12.11.2024 | 0.42% | 2.18 CHF | 2.19 CHF | 29'400 | 29'400 | 28'912 | 28'912 | 68'916 CHF | 69'205 CHF | 100.00% | 100.00% |
11.11.2024 | 0.41% | 2.51 CHF | 2.52 CHF | 29'800 | 29'800 | 29'749 | 29'749 | 71'946 CHF | 72'243 CHF | 99.93% | 99.93% |
08.11.2024 | 0.43% | 2.20 CHF | 2.21 CHF | 26'200 | 26'200 | 25'735 | 25'735 | 60'342 CHF | 60'600 CHF | 100.00% | 100.00% |
07.11.2024 | 0.33% | 2.96 CHF | 2.97 CHF | 27'900 | 27'900 | 27'808 | 27'808 | 83'790 CHF | 84'069 CHF | 100.00% | 100.00% |