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 | 0.35% | 2.86 CHF | 2.87 CHF | 113'000 | 113'000 | 112'300 | 112'300 | 324'125 CHF | 325'248 CHF | 99.43% | 99.43% |
19.11.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 113'000 | 113'000 | 112'951 | 112'951 | 323'706 CHF | 324'836 CHF | 100.00% | 100.00% |
18.11.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 113'000 | 113'000 | 112'997 | 112'997 | 323'066 CHF | 324'196 CHF | 99.88% | 99.88% |
15.11.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 113'000 | 113'000 | 113'673 | 113'673 | 322'512 CHF | 323'648 CHF | 100.00% | 100.00% |
14.11.2024 | 0.36% | 2.82 CHF | 2.83 CHF | 114'000 | 114'000 | 114'611 | 114'611 | 319'781 CHF | 320'927 CHF | 98.60% | 98.60% |
13.11.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 115'000 | 115'000 | 115'518 | 115'518 | 317'327 CHF | 318'482 CHF | 100.00% | 100.00% |
12.11.2024 | 0.36% | 2.70 CHF | 2.71 CHF | 117'000 | 117'000 | 115'585 | 115'585 | 316'995 CHF | 318'150 CHF | 99.90% | 99.90% |
11.11.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 114'000 | 114'000 | 114'635 | 114'635 | 320'118 CHF | 321'265 CHF | 100.00% | 100.00% |
08.11.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 116'000 | 116'000 | 115'899 | 115'899 | 316'893 CHF | 318'052 CHF | 98.30% | 98.30% |
07.11.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 115'000 | 115'000 | 114'549 | 114'549 | 320'195 CHF | 321'341 CHF | 100.00% | 100.00% |