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 | 0.38% | 2.63 CHF | 2.64 CHF | 113'000 | 113'000 | 112'300 | 112'300 | 298'425 CHF | 299'548 CHF | 99.44% | 99.44% |
19.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 113'000 | 113'000 | 112'951 | 112'951 | 297'766 CHF | 298'895 CHF | 100.00% | 100.00% |
18.11.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 113'000 | 113'000 | 112'997 | 112'997 | 297'163 CHF | 298'293 CHF | 99.88% | 99.88% |
15.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 113'000 | 113'000 | 113'673 | 113'673 | 296'558 CHF | 297'695 CHF | 100.00% | 100.00% |
14.11.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 114'000 | 114'000 | 114'612 | 114'612 | 293'507 CHF | 294'654 CHF | 98.56% | 98.56% |
13.11.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 115'000 | 115'000 | 115'518 | 115'518 | 290'816 CHF | 291'971 CHF | 100.00% | 100.00% |
12.11.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 117'000 | 117'000 | 115'585 | 115'585 | 290'528 CHF | 291'684 CHF | 99.90% | 99.90% |
11.11.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 114'000 | 114'000 | 114'635 | 114'635 | 293'927 CHF | 295'074 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 116'000 | 116'000 | 115'899 | 115'899 | 290'288 CHF | 291'447 CHF | 98.30% | 98.30% |
07.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 115'000 | 115'000 | 114'549 | 114'549 | 293'949 CHF | 295'094 CHF | 100.00% | 100.00% |