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 | 0.44% | 2.28 CHF | 2.29 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 225'577 CHF | 226'569 CHF | 100.00% | 100.00% |
19.11.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 100'000 | 100'000 | 99'051 | 99'051 | 224'073 CHF | 225'065 CHF | 98.89% | 98.89% |
18.11.2024 | 0.46% | 2.22 CHF | 2.23 CHF | 100'000 | 100'000 | 99'064 | 99'064 | 219'335 CHF | 220'327 CHF | 100.00% | 100.00% |
15.11.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 223'011 CHF | 224'011 CHF | 72.12% | 72.12% |
14.11.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 224'686 CHF | 225'677 CHF | 100.00% | 100.00% |
13.11.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 100'000 | 100'000 | 99'059 | 99'059 | 228'015 CHF | 229'006 CHF | 99.82% | 99.82% |
12.11.2024 | 0.44% | 2.32 CHF | 2.33 CHF | 100'000 | 100'000 | 99'058 | 99'058 | 228'382 CHF | 229'373 CHF | 100.00% | 100.00% |
11.11.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 100'000 | 100'000 | 99'004 | 99'004 | 223'419 CHF | 224'410 CHF | 100.00% | 100.00% |
08.11.2024 | 0.45% | 2.28 CHF | 2.29 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 222'545 CHF | 223'537 CHF | 100.00% | 100.00% |
07.11.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 100'000 | 100'000 | 99'064 | 99'064 | 211'429 CHF | 212'421 CHF | 100.00% | 100.00% |