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% | 2.21 CHF | 2.22 CHF | 113'000 | 113'000 | 112'300 | 112'300 | 251'773 CHF | 252'896 CHF | 99.48% | 99.48% |
19.11.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 113'000 | 113'000 | 112'951 | 112'951 | 250'921 CHF | 252'051 CHF | 100.00% | 100.00% |
18.11.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 113'000 | 113'000 | 112'997 | 112'997 | 250'246 CHF | 251'376 CHF | 99.89% | 99.89% |
15.11.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 113'000 | 113'000 | 113'674 | 113'674 | 249'321 CHF | 250'458 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 2.18 CHF | 2.19 CHF | 114'000 | 114'000 | 114'611 | 114'611 | 245'901 CHF | 247'047 CHF | 98.62% | 98.62% |
13.11.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 115'000 | 115'000 | 115'518 | 115'518 | 242'880 CHF | 244'035 CHF | 100.00% | 100.00% |
12.11.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 117'000 | 117'000 | 115'585 | 115'585 | 242'663 CHF | 243'819 CHF | 99.88% | 99.88% |
11.11.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 114'000 | 114'000 | 114'635 | 114'635 | 246'382 CHF | 247'528 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 116'000 | 116'000 | 115'899 | 115'899 | 242'332 CHF | 243'491 CHF | 98.29% | 98.29% |
07.11.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 115'000 | 115'000 | 114'549 | 114'549 | 246'491 CHF | 247'636 CHF | 100.00% | 100.00% |