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% | 2.21 CHF | 2.22 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 218'286 CHF | 219'278 CHF | 100.00% | 100.00% |
19.11.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 100'000 | 100'000 | 99'051 | 99'051 | 216'835 CHF | 217'826 CHF | 98.89% | 98.89% |
18.11.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 100'000 | 100'000 | 99'064 | 99'064 | 211'942 CHF | 212'934 CHF | 100.00% | 100.00% |
15.11.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 215'697 CHF | 216'697 CHF | 72.12% | 72.12% |
14.11.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 217'384 CHF | 218'376 CHF | 100.00% | 100.00% |
13.11.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 100'000 | 100'000 | 99'059 | 99'059 | 220'808 CHF | 221'800 CHF | 99.82% | 99.82% |
12.11.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 100'000 | 100'000 | 99'058 | 99'058 | 221'107 CHF | 222'099 CHF | 100.00% | 100.00% |
11.11.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 100'000 | 100'000 | 99'001 | 99'001 | 216'173 CHF | 217'164 CHF | 100.00% | 100.00% |
08.11.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 215'243 CHF | 216'235 CHF | 100.00% | 100.00% |
07.11.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 100'000 | 100'000 | 99'064 | 99'064 | 204'204 CHF | 205'196 CHF | 100.00% | 100.00% |