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 | 0.37% | 2.70 CHF | 2.71 CHF | 113'000 | 113'000 | 112'300 | 112'300 | 305'972 CHF | 307'095 CHF | 99.47% | 99.47% |
19.11.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 113'000 | 113'000 | 112'951 | 112'951 | 305'365 CHF | 306'494 CHF | 100.00% | 100.00% |
18.11.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 113'000 | 113'000 | 112'997 | 112'997 | 304'752 CHF | 305'882 CHF | 99.89% | 99.89% |
15.11.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 113'000 | 113'000 | 113'674 | 113'674 | 304'165 CHF | 305'301 CHF | 100.00% | 100.00% |
14.11.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 114'000 | 114'000 | 114'610 | 114'610 | 301'152 CHF | 302'298 CHF | 98.67% | 98.67% |
13.11.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 115'000 | 115'000 | 115'517 | 115'517 | 298'522 CHF | 299'677 CHF | 100.00% | 100.00% |
12.11.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 117'000 | 117'000 | 115'585 | 115'585 | 298'355 CHF | 299'510 CHF | 99.88% | 99.88% |
11.11.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 114'000 | 114'000 | 114'636 | 114'636 | 301'553 CHF | 302'699 CHF | 100.00% | 100.00% |
08.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 116'000 | 116'000 | 115'899 | 115'899 | 298'137 CHF | 299'296 CHF | 98.29% | 98.29% |
07.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 115'000 | 115'000 | 114'549 | 114'549 | 301'700 CHF | 302'845 CHF | 100.00% | 100.00% |