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 | 0.49% | 1.99 CHF | 2.00 CHF | 160'000 | 160'000 | 159'679 | 159'679 | 322'308 CHF | 323'905 CHF | 99.43% | 99.43% |
19.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 164'000 | 164'000 | 162'720 | 162'720 | 319'772 CHF | 321'400 CHF | 99.41% | 99.41% |
18.11.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 325'597 CHF | 327'190 CHF | 99.88% | 99.88% |
15.11.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 322'895 CHF | 324'488 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 160'000 | 160'000 | 161'294 | 161'294 | 319'183 CHF | 320'796 CHF | 98.61% | 98.61% |
13.11.2024 | 0.51% | 1.90 CHF | 1.91 CHF | 164'000 | 164'000 | 162'909 | 162'909 | 318'200 CHF | 319'829 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 164'000 | 164'000 | 159'820 | 159'820 | 321'495 CHF | 323'093 CHF | 99.90% | 99.90% |
11.11.2024 | 0.50% | 2.06 CHF | 2.07 CHF | 160'000 | 160'000 | 159'796 | 159'796 | 320'129 CHF | 321'727 CHF | 100.00% | 100.00% |
08.11.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 164'000 | 164'000 | 162'818 | 162'818 | 314'790 CHF | 316'418 CHF | 98.51% | 98.51% |
07.11.2024 | 0.48% | 2.04 CHF | 2.05 CHF | 160'000 | 160'000 | 156'113 | 156'113 | 324'270 CHF | 325'831 CHF | 100.00% | 100.00% |