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 | 0.34% | 2.94 CHF | 2.95 CHF | 113'000 | 113'000 | 112'300 | 112'300 | 333'406 CHF | 334'529 CHF | 99.47% | 99.47% |
19.11.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 113'000 | 113'000 | 112'951 | 112'951 | 332'949 CHF | 334'079 CHF | 100.00% | 100.00% |
18.11.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 113'000 | 113'000 | 112'997 | 112'997 | 332'344 CHF | 333'474 CHF | 99.89% | 99.89% |
15.11.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 113'000 | 113'000 | 113'674 | 113'674 | 331'832 CHF | 332'968 CHF | 100.00% | 100.00% |
14.11.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 114'000 | 114'000 | 114'611 | 114'611 | 329'055 CHF | 330'201 CHF | 98.63% | 98.63% |
13.11.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 115'000 | 115'000 | 115'518 | 115'518 | 326'626 CHF | 327'781 CHF | 100.00% | 100.00% |
12.11.2024 | 0.35% | 2.78 CHF | 2.79 CHF | 117'000 | 117'000 | 115'585 | 115'585 | 326'290 CHF | 327'445 CHF | 99.88% | 99.88% |
11.11.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 114'000 | 114'000 | 114'635 | 114'635 | 329'473 CHF | 330'620 CHF | 100.00% | 100.00% |
08.11.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 116'000 | 116'000 | 115'899 | 115'899 | 326'206 CHF | 327'365 CHF | 98.29% | 98.29% |
07.11.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 115'000 | 115'000 | 114'549 | 114'549 | 329'485 CHF | 330'630 CHF | 100.00% | 100.00% |