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 | 0.37% | 2.66 CHF | 2.67 CHF | 160'000 | 160'000 | 159'679 | 159'679 | 430'013 CHF | 431'610 CHF | 99.44% | 99.44% |
19.11.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 164'000 | 164'000 | 162'721 | 162'721 | 429'452 CHF | 431'080 CHF | 99.41% | 99.41% |
18.11.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 433'721 CHF | 435'315 CHF | 99.88% | 99.88% |
15.11.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 430'881 CHF | 432'474 CHF | 100.00% | 100.00% |
14.11.2024 | 0.38% | 2.69 CHF | 2.70 CHF | 160'000 | 160'000 | 161'294 | 161'294 | 428'368 CHF | 429'981 CHF | 98.58% | 98.58% |
13.11.2024 | 0.38% | 2.57 CHF | 2.58 CHF | 164'000 | 164'000 | 162'907 | 162'907 | 428'506 CHF | 430'136 CHF | 100.00% | 100.00% |
12.11.2024 | 0.37% | 2.64 CHF | 2.65 CHF | 164'000 | 164'000 | 159'818 | 159'818 | 429'609 CHF | 431'207 CHF | 99.90% | 99.90% |
11.11.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 160'000 | 160'000 | 159'795 | 159'795 | 428'333 CHF | 429'931 CHF | 100.00% | 100.00% |
08.11.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 164'000 | 164'000 | 162'819 | 162'819 | 425'305 CHF | 426'933 CHF | 98.51% | 98.51% |
07.11.2024 | 0.36% | 2.72 CHF | 2.73 CHF | 160'000 | 160'000 | 156'114 | 156'114 | 430'659 CHF | 432'220 CHF | 100.00% | 100.00% |