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 | 0.46% | 2.15 CHF | 2.16 CHF | 157'000 | 157'000 | 154'842 | 154'842 | 337'280 CHF | 338'829 CHF | 100.00% | 100.00% |
19.11.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 154'000 | 154'000 | 155'385 | 155'385 | 336'742 CHF | 338'296 CHF | 100.00% | 100.00% |
18.11.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 154'000 | 154'000 | 152'953 | 152'953 | 341'535 CHF | 343'065 CHF | 100.00% | 100.00% |
15.11.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 343'544 CHF | 345'044 CHF | 100.00% | 100.00% |
14.11.2024 | 0.45% | 2.29 CHF | 2.30 CHF | 150'000 | 150'000 | 152'131 | 152'131 | 340'290 CHF | 341'812 CHF | 100.00% | 100.00% |
13.11.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 154'000 | 154'000 | 153'938 | 153'938 | 340'388 CHF | 341'928 CHF | 100.00% | 100.00% |
12.11.2024 | 0.44% | 2.20 CHF | 2.21 CHF | 154'000 | 154'000 | 151'076 | 151'076 | 338'914 CHF | 340'425 CHF | 100.00% | 100.00% |
11.11.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 147'000 | 147'000 | 146'540 | 146'540 | 348'237 CHF | 349'702 CHF | 100.00% | 100.00% |
08.11.2024 | 0.42% | 2.35 CHF | 2.36 CHF | 147'000 | 147'000 | 146'231 | 146'231 | 348'858 CHF | 350'321 CHF | 99.18% | 99.18% |
07.11.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 140'000 | 140'000 | 138'631 | 138'631 | 355'400 CHF | 356'786 CHF | 100.00% | 100.00% |