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 | 0.43% | 2.28 CHF | 2.29 CHF | 160'000 | 160'000 | 159'679 | 159'679 | 368'739 CHF | 370'336 CHF | 99.48% | 99.48% |
19.11.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 164'000 | 164'000 | 162'721 | 162'721 | 367'043 CHF | 368'670 CHF | 99.41% | 99.41% |
18.11.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 372'010 CHF | 373'603 CHF | 99.89% | 99.89% |
15.11.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 369'499 CHF | 371'093 CHF | 100.00% | 100.00% |
14.11.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 160'000 | 160'000 | 161'294 | 161'294 | 366'206 CHF | 367'819 CHF | 98.67% | 98.67% |
13.11.2024 | 0.44% | 2.19 CHF | 2.20 CHF | 164'000 | 164'000 | 162'910 | 162'910 | 365'798 CHF | 367'427 CHF | 100.00% | 100.00% |
12.11.2024 | 0.43% | 2.25 CHF | 2.26 CHF | 164'000 | 164'000 | 159'820 | 159'820 | 368'088 CHF | 369'687 CHF | 99.88% | 99.88% |
11.11.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 160'000 | 160'000 | 159'796 | 159'796 | 366'777 CHF | 368'375 CHF | 100.00% | 100.00% |
08.11.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 164'000 | 164'000 | 162'819 | 162'819 | 362'480 CHF | 364'108 CHF | 98.51% | 98.51% |
07.11.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 160'000 | 160'000 | 156'115 | 156'115 | 370'170 CHF | 371'731 CHF | 100.00% | 100.00% |