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 | 0.46% | 2.16 CHF | 2.17 CHF | 160'000 | 160'000 | 159'678 | 159'678 | 350'111 CHF | 351'708 CHF | 99.48% | 99.48% |
19.11.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 164'000 | 164'000 | 162'720 | 162'720 | 348'069 CHF | 349'696 CHF | 99.41% | 99.41% |
18.11.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 353'780 CHF | 355'374 CHF | 99.89% | 99.89% |
15.11.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 350'797 CHF | 352'390 CHF | 100.00% | 100.00% |
14.11.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 160'000 | 160'000 | 161'294 | 161'294 | 347'370 CHF | 348'983 CHF | 98.64% | 98.64% |
13.11.2024 | 0.47% | 2.07 CHF | 2.08 CHF | 164'000 | 164'000 | 162'908 | 162'908 | 346'783 CHF | 348'412 CHF | 100.00% | 100.00% |
12.11.2024 | 0.46% | 2.13 CHF | 2.14 CHF | 164'000 | 164'000 | 159'818 | 159'818 | 349'399 CHF | 350'997 CHF | 99.88% | 99.88% |
11.11.2024 | 0.46% | 2.23 CHF | 2.24 CHF | 160'000 | 160'000 | 159'796 | 159'796 | 348'395 CHF | 349'993 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 2.08 CHF | 2.09 CHF | 164'000 | 164'000 | 162'819 | 162'819 | 343'369 CHF | 344'997 CHF | 98.50% | 98.50% |
07.11.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 160'000 | 160'000 | 156'114 | 156'114 | 351'757 CHF | 353'318 CHF | 100.00% | 100.00% |