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% | 2.63 CHF | 2.64 CHF | 160'000 | 160'000 | 159'678 | 159'678 | 425'041 CHF | 426'638 CHF | 99.47% | 99.47% |
19.11.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 164'000 | 164'000 | 162'720 | 162'720 | 424'313 CHF | 425'940 CHF | 99.41% | 99.41% |
18.11.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 428'346 CHF | 429'939 CHF | 99.89% | 99.89% |
15.11.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 425'533 CHF | 427'127 CHF | 100.00% | 100.00% |
14.11.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 160'000 | 160'000 | 161'294 | 161'294 | 422'859 CHF | 424'472 CHF | 98.63% | 98.63% |
13.11.2024 | 0.38% | 2.54 CHF | 2.55 CHF | 164'000 | 164'000 | 162'907 | 162'907 | 423'069 CHF | 424'698 CHF | 100.00% | 100.00% |
12.11.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 164'000 | 164'000 | 159'819 | 159'819 | 424'588 CHF | 426'186 CHF | 99.88% | 99.88% |
11.11.2024 | 0.38% | 2.70 CHF | 2.71 CHF | 160'000 | 160'000 | 159'796 | 159'796 | 423'278 CHF | 424'876 CHF | 100.00% | 100.00% |
08.11.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 164'000 | 164'000 | 162'819 | 162'819 | 419'850 CHF | 421'478 CHF | 98.50% | 98.50% |
07.11.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 160'000 | 160'000 | 156'112 | 156'112 | 425'358 CHF | 426'920 CHF | 100.00% | 100.00% |