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 | 0.42% | 2.36 CHF | 2.37 CHF | 96'000 | 96'000 | 96'000 | 96'000 | 228'704 CHF | 229'664 CHF | 99.39% | 99.39% |
19.11.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 96'000 | 96'000 | 96'000 | 96'000 | 226'403 CHF | 227'363 CHF | 100.00% | 100.00% |
18.11.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 96'000 | 96'000 | 96'000 | 96'000 | 230'463 CHF | 231'423 CHF | 99.85% | 99.85% |
15.11.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 96'000 | 96'000 | 96'000 | 96'000 | 228'385 CHF | 229'345 CHF | 100.00% | 100.00% |
14.11.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 96'000 | 96'000 | 96'025 | 96'025 | 224'477 CHF | 225'438 CHF | 98.63% | 98.63% |
13.11.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 100'000 | 100'000 | 98'868 | 98'868 | 228'411 CHF | 229'399 CHF | 100.00% | 100.00% |
12.11.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 100'000 | 100'000 | 96'514 | 96'514 | 225'730 CHF | 226'695 CHF | 99.88% | 99.88% |
11.11.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 96'000 | 96'000 | 96'000 | 96'000 | 228'096 CHF | 229'056 CHF | 100.00% | 100.00% |
08.11.2024 | 0.42% | 2.35 CHF | 2.36 CHF | 96'000 | 96'000 | 96'000 | 96'000 | 226'504 CHF | 227'464 CHF | 99.04% | 99.04% |
07.11.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 96'000 | 96'000 | 95'999 | 95'999 | 229'730 CHF | 230'690 CHF | 99.94% | 99.94% |