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 | 0.51% | 1.84 CHF | 1.85 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 87'871 CHF | 88'321 CHF | 99.58% | 99.58% |
19.11.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 67'347 CHF | 67'697 CHF | 99.02% | 99.02% |
18.11.2024 | 0.39% | 2.43 CHF | 2.44 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 89'393 CHF | 89'743 CHF | 99.51% | 99.51% |
15.11.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 83'494 CHF | 83'794 CHF | 98.96% | 98.96% |
14.11.2024 | 0.33% | 2.83 CHF | 2.84 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 120'924 CHF | 121'324 CHF | 98.90% | 98.96% |
13.11.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 84'973 CHF | 85'373 CHF | 99.53% | 99.53% |
12.11.2024 | 0.41% | 2.07 CHF | 2.08 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 73'875 CHF | 74'175 CHF | 98.95% | 98.95% |
11.11.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 100'268 CHF | 100'618 CHF | 99.47% | 99.47% |
08.11.2024 | 0.37% | 2.59 CHF | 2.60 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 81'771 CHF | 82'071 CHF | 99.49% | 99.49% |
07.11.2024 | 0.34% | 3.10 CHF | 3.11 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 101'807 CHF | 102'157 CHF | 99.50% | 99.50% |