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 | 0.40% | 2.43 CHF | 2.44 CHF | 160'000 | 160'000 | 159'679 | 159'679 | 393'876 CHF | 395'473 CHF | 99.44% | 99.44% |
19.11.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 164'000 | 164'000 | 162'721 | 162'721 | 392'693 CHF | 394'320 CHF | 99.41% | 99.41% |
18.11.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 397'188 CHF | 398'782 CHF | 99.88% | 99.88% |
15.11.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 394'255 CHF | 395'849 CHF | 100.00% | 100.00% |
14.11.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 160'000 | 160'000 | 161'294 | 161'294 | 391'349 CHF | 392'962 CHF | 98.61% | 98.61% |
13.11.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 164'000 | 164'000 | 162'910 | 162'910 | 391'482 CHF | 393'111 CHF | 100.00% | 100.00% |
12.11.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 164'000 | 164'000 | 159'820 | 159'820 | 393'338 CHF | 394'937 CHF | 99.90% | 99.90% |
11.11.2024 | 0.41% | 2.51 CHF | 2.52 CHF | 160'000 | 160'000 | 159'796 | 159'796 | 392'049 CHF | 393'647 CHF | 100.00% | 100.00% |
08.11.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 164'000 | 164'000 | 162'819 | 162'819 | 387'836 CHF | 389'464 CHF | 98.51% | 98.51% |
07.11.2024 | 0.39% | 2.49 CHF | 2.50 CHF | 160'000 | 160'000 | 156'116 | 156'116 | 394'570 CHF | 396'131 CHF | 100.00% | 100.00% |