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 | 0.48% | 2.04 CHF | 2.05 CHF | 160'000 | 160'000 | 159'679 | 159'679 | 330'257 CHF | 331'853 CHF | 99.40% | 99.40% |
19.11.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 164'000 | 164'000 | 162'721 | 162'721 | 327'929 CHF | 329'557 CHF | 99.17% | 99.17% |
18.11.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 160'000 | 160'000 | 159'339 | 159'339 | 333'520 CHF | 335'113 CHF | 99.86% | 99.86% |
15.11.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 330'843 CHF | 332'437 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 160'000 | 160'000 | 161'294 | 161'294 | 327'282 CHF | 328'895 CHF | 98.63% | 98.63% |
13.11.2024 | 0.50% | 1.95 CHF | 1.96 CHF | 164'000 | 164'000 | 162'909 | 162'909 | 326'415 CHF | 328'044 CHF | 100.00% | 100.00% |
12.11.2024 | 0.48% | 2.01 CHF | 2.02 CHF | 164'000 | 164'000 | 159'820 | 159'820 | 329'483 CHF | 331'081 CHF | 99.88% | 99.88% |
11.11.2024 | 0.49% | 2.10 CHF | 2.11 CHF | 160'000 | 160'000 | 159'796 | 159'796 | 328'129 CHF | 329'727 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 164'000 | 164'000 | 162'819 | 162'819 | 323'036 CHF | 324'664 CHF | 98.50% | 98.50% |
07.11.2024 | 0.47% | 2.09 CHF | 2.10 CHF | 160'000 | 160'000 | 156'113 | 156'113 | 332'053 CHF | 333'614 CHF | 100.00% | 100.00% |