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 | 0.47% | 2.10 CHF | 2.11 CHF | 160'000 | 160'000 | 159'679 | 159'679 | 340'570 CHF | 342'167 CHF | 99.43% | 99.43% |
19.11.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 164'000 | 164'000 | 162'720 | 162'720 | 338'371 CHF | 339'998 CHF | 99.41% | 99.41% |
18.11.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 343'864 CHF | 345'458 CHF | 99.88% | 99.88% |
15.11.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 341'230 CHF | 342'824 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 2.13 CHF | 2.14 CHF | 160'000 | 160'000 | 161'294 | 161'294 | 337'709 CHF | 339'322 CHF | 98.61% | 98.61% |
13.11.2024 | 0.48% | 2.01 CHF | 2.02 CHF | 164'000 | 164'000 | 162'909 | 162'909 | 337'027 CHF | 338'656 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 2.07 CHF | 2.08 CHF | 164'000 | 164'000 | 159'820 | 159'820 | 339'822 CHF | 341'420 CHF | 99.88% | 99.88% |
11.11.2024 | 0.47% | 2.17 CHF | 2.18 CHF | 160'000 | 160'000 | 159'796 | 159'796 | 338'394 CHF | 339'992 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 164'000 | 164'000 | 162'819 | 162'819 | 333'598 CHF | 335'226 CHF | 98.51% | 98.51% |
07.11.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 160'000 | 160'000 | 156'113 | 156'113 | 342'328 CHF | 343'889 CHF | 100.00% | 100.00% |