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 | 0.51% | 1.93 CHF | 1.94 CHF | 160'000 | 160'000 | 159'679 | 159'679 | 313'585 CHF | 315'182 CHF | 99.47% | 99.47% |
19.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 164'000 | 164'000 | 162'720 | 162'720 | 311'314 CHF | 312'941 CHF | 99.40% | 99.40% |
18.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 317'251 CHF | 318'845 CHF | 99.89% | 99.89% |
15.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 314'182 CHF | 315'776 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 1.96 CHF | 1.97 CHF | 160'000 | 160'000 | 161'294 | 161'294 | 310'373 CHF | 311'986 CHF | 98.64% | 98.64% |
13.11.2024 | 0.52% | 1.84 CHF | 1.85 CHF | 164'000 | 164'000 | 162'906 | 162'906 | 309'659 CHF | 311'288 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 1.91 CHF | 1.92 CHF | 164'000 | 164'000 | 159'818 | 159'818 | 313'100 CHF | 314'698 CHF | 99.88% | 99.88% |
11.11.2024 | 0.51% | 2.00 CHF | 2.01 CHF | 160'000 | 160'000 | 159'796 | 159'796 | 311'692 CHF | 313'290 CHF | 100.00% | 100.00% |
08.11.2024 | 0.53% | 1.85 CHF | 1.86 CHF | 164'000 | 164'000 | 162'819 | 162'819 | 305'898 CHF | 307'526 CHF | 98.50% | 98.50% |
07.11.2024 | 0.49% | 1.99 CHF | 2.00 CHF | 160'000 | 160'000 | 156'109 | 156'109 | 316'051 CHF | 317'612 CHF | 100.00% | 100.00% |