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 | 0.41% | 2.39 CHF | 2.40 CHF | 160'000 | 160'000 | 159'679 | 159'679 | 387'382 CHF | 388'979 CHF | 99.48% | 99.48% |
19.11.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 164'000 | 164'000 | 162'720 | 162'720 | 386'082 CHF | 387'709 CHF | 99.41% | 99.41% |
18.11.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 390'699 CHF | 392'293 CHF | 99.90% | 99.90% |
15.11.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 388'108 CHF | 389'701 CHF | 100.00% | 100.00% |
14.11.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 160'000 | 160'000 | 161'293 | 161'293 | 385'156 CHF | 386'769 CHF | 98.66% | 98.66% |
13.11.2024 | 0.42% | 2.30 CHF | 2.31 CHF | 164'000 | 164'000 | 162'908 | 162'908 | 384'816 CHF | 386'445 CHF | 100.00% | 100.00% |
12.11.2024 | 0.41% | 2.37 CHF | 2.38 CHF | 164'000 | 164'000 | 159'820 | 159'820 | 386'838 CHF | 388'436 CHF | 99.88% | 99.88% |
11.11.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 160'000 | 160'000 | 159'796 | 159'796 | 385'528 CHF | 387'126 CHF | 100.00% | 100.00% |
08.11.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 164'000 | 164'000 | 162'819 | 162'819 | 381'177 CHF | 382'805 CHF | 98.50% | 98.50% |
07.11.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 160'000 | 160'000 | 156'110 | 156'110 | 388'562 CHF | 390'123 CHF | 100.00% | 100.00% |