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 | 0.40% | 2.45 CHF | 2.46 CHF | 113'000 | 113'000 | 112'300 | 112'300 | 278'668 CHF | 279'791 CHF | 99.48% | 99.48% |
19.11.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 113'000 | 113'000 | 112'951 | 112'951 | 277'886 CHF | 279'016 CHF | 100.00% | 100.00% |
18.11.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 113'000 | 113'000 | 112'997 | 112'997 | 277'249 CHF | 278'379 CHF | 99.90% | 99.90% |
15.11.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 113'000 | 113'000 | 113'674 | 113'674 | 276'551 CHF | 277'688 CHF | 100.00% | 100.00% |
14.11.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 114'000 | 114'000 | 114'612 | 114'612 | 273'306 CHF | 274'452 CHF | 98.50% | 98.50% |
13.11.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 115'000 | 115'000 | 115'518 | 115'518 | 270'450 CHF | 271'605 CHF | 100.00% | 100.00% |
12.11.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 117'000 | 117'000 | 115'585 | 115'585 | 270'157 CHF | 271'313 CHF | 99.88% | 99.88% |
11.11.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 114'000 | 114'000 | 114'635 | 114'635 | 273'830 CHF | 274'977 CHF | 100.00% | 100.00% |
08.11.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 116'000 | 116'000 | 115'899 | 115'899 | 269'967 CHF | 271'126 CHF | 98.29% | 98.29% |
07.11.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 115'000 | 115'000 | 114'549 | 114'549 | 273'878 CHF | 275'024 CHF | 100.00% | 100.00% |