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 | 0.45% | 2.17 CHF | 2.18 CHF | 113'000 | 113'000 | 112'300 | 112'300 | 246'477 CHF | 247'600 CHF | 99.44% | 99.44% |
19.11.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 113'000 | 113'000 | 112'951 | 112'951 | 245'528 CHF | 246'658 CHF | 100.00% | 100.00% |
18.11.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 113'000 | 113'000 | 112'997 | 112'997 | 244'921 CHF | 246'051 CHF | 99.88% | 99.88% |
15.11.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 113'000 | 113'000 | 113'674 | 113'674 | 244'030 CHF | 245'166 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 2.13 CHF | 2.14 CHF | 114'000 | 114'000 | 114'611 | 114'611 | 240'560 CHF | 241'706 CHF | 98.60% | 98.60% |
13.11.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 115'000 | 115'000 | 115'518 | 115'518 | 237'524 CHF | 238'679 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 117'000 | 117'000 | 115'585 | 115'585 | 237'223 CHF | 238'379 CHF | 99.88% | 99.88% |
11.11.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 114'000 | 114'000 | 114'635 | 114'635 | 240'994 CHF | 242'140 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 116'000 | 116'000 | 115'899 | 115'899 | 236'906 CHF | 238'065 CHF | 98.30% | 98.30% |
07.11.2024 | 0.47% | 2.09 CHF | 2.10 CHF | 115'000 | 115'000 | 114'548 | 114'548 | 241'155 CHF | 242'301 CHF | 100.00% | 100.00% |