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 | 0.42% | 2.32 CHF | 2.33 CHF | 160'000 | 160'000 | 159'678 | 159'678 | 376'357 CHF | 377'954 CHF | 99.43% | 99.43% |
19.11.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 164'000 | 164'000 | 162'720 | 162'720 | 375'169 CHF | 376'796 CHF | 99.41% | 99.41% |
18.11.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 379'987 CHF | 381'581 CHF | 99.88% | 99.88% |
15.11.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 377'058 CHF | 378'651 CHF | 100.00% | 100.00% |
14.11.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 160'000 | 160'000 | 161'295 | 161'295 | 373'973 CHF | 375'586 CHF | 98.55% | 98.55% |
13.11.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 164'000 | 164'000 | 162'909 | 162'909 | 373'541 CHF | 375'170 CHF | 100.00% | 100.00% |
12.11.2024 | 0.42% | 2.30 CHF | 2.31 CHF | 164'000 | 164'000 | 159'820 | 159'820 | 375'753 CHF | 377'351 CHF | 99.89% | 99.89% |
11.11.2024 | 0.43% | 2.40 CHF | 2.41 CHF | 160'000 | 160'000 | 159'797 | 159'797 | 374'789 CHF | 376'387 CHF | 100.00% | 100.00% |
08.11.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 164'000 | 164'000 | 162'819 | 162'819 | 370'230 CHF | 371'859 CHF | 98.51% | 98.51% |
07.11.2024 | 0.41% | 2.39 CHF | 2.40 CHF | 160'000 | 160'000 | 156'111 | 156'111 | 377'674 CHF | 379'235 CHF | 100.00% | 100.00% |