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 | 0.44% | 2.21 CHF | 2.22 CHF | 160'000 | 160'000 | 159'678 | 159'678 | 358'449 CHF | 360'046 CHF | 99.44% | 99.44% |
19.11.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 164'000 | 164'000 | 162'720 | 162'720 | 356'641 CHF | 358'268 CHF | 99.41% | 99.41% |
18.11.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 361'753 CHF | 363'347 CHF | 99.88% | 99.88% |
15.11.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 359'137 CHF | 360'730 CHF | 100.00% | 100.00% |
14.11.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 160'000 | 160'000 | 161'294 | 161'294 | 355'845 CHF | 357'458 CHF | 98.55% | 98.55% |
13.11.2024 | 0.46% | 2.12 CHF | 2.13 CHF | 164'000 | 164'000 | 162'910 | 162'910 | 355'241 CHF | 356'870 CHF | 100.00% | 100.00% |
12.11.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 164'000 | 164'000 | 159'819 | 159'819 | 357'775 CHF | 359'373 CHF | 99.90% | 99.90% |
11.11.2024 | 0.45% | 2.28 CHF | 2.29 CHF | 160'000 | 160'000 | 159'796 | 159'796 | 356'423 CHF | 358'021 CHF | 100.00% | 100.00% |
08.11.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 164'000 | 164'000 | 162'819 | 162'819 | 351'902 CHF | 353'530 CHF | 98.51% | 98.51% |
07.11.2024 | 0.43% | 2.27 CHF | 2.28 CHF | 160'000 | 160'000 | 156'113 | 156'113 | 359'994 CHF | 361'556 CHF | 100.00% | 100.00% |