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 | 0.41% | 2.40 CHF | 2.41 CHF | 113'000 | 113'000 | 112'300 | 112'300 | 272'326 CHF | 273'449 CHF | 99.44% | 99.44% |
19.11.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 113'000 | 113'000 | 112'951 | 112'951 | 271'519 CHF | 272'648 CHF | 100.00% | 100.00% |
18.11.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 113'000 | 113'000 | 112'997 | 112'997 | 270'925 CHF | 272'055 CHF | 99.88% | 99.88% |
15.11.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 113'000 | 113'000 | 113'674 | 113'674 | 270'179 CHF | 271'316 CHF | 100.00% | 100.00% |
14.11.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 114'000 | 114'000 | 114'611 | 114'611 | 266'930 CHF | 268'076 CHF | 98.56% | 98.56% |
13.11.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 115'000 | 115'000 | 115'518 | 115'518 | 264'091 CHF | 265'247 CHF | 100.00% | 100.00% |
12.11.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 117'000 | 117'000 | 115'585 | 115'585 | 263'812 CHF | 264'968 CHF | 99.90% | 99.90% |
11.11.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 114'000 | 114'000 | 114'635 | 114'635 | 267'360 CHF | 268'507 CHF | 100.00% | 100.00% |
08.11.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 116'000 | 116'000 | 115'899 | 115'899 | 263'562 CHF | 264'721 CHF | 98.30% | 98.30% |
07.11.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 115'000 | 115'000 | 114'549 | 114'549 | 267'501 CHF | 268'646 CHF | 100.00% | 100.00% |