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 | 0.50% | 1.98 CHF | 1.99 CHF | 113'000 | 113'000 | 112'300 | 112'300 | 224'934 CHF | 226'057 CHF | 99.48% | 99.48% |
19.11.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 113'000 | 113'000 | 112'951 | 112'951 | 223'854 CHF | 224'984 CHF | 100.00% | 100.00% |
18.11.2024 | 0.51% | 2.00 CHF | 2.01 CHF | 113'000 | 113'000 | 112'997 | 112'997 | 223'194 CHF | 224'324 CHF | 99.89% | 99.89% |
15.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 113'000 | 113'000 | 113'673 | 113'673 | 222'217 CHF | 223'354 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 114'000 | 114'000 | 114'611 | 114'611 | 218'546 CHF | 219'692 CHF | 98.61% | 98.61% |
13.11.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 115'000 | 115'000 | 115'517 | 115'517 | 215'247 CHF | 216'402 CHF | 100.00% | 100.00% |
12.11.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 117'000 | 117'000 | 115'585 | 115'585 | 215'035 CHF | 216'191 CHF | 99.88% | 99.88% |
11.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 114'000 | 114'000 | 114'635 | 114'635 | 219'001 CHF | 220'147 CHF | 100.00% | 100.00% |
08.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 116'000 | 116'000 | 115'899 | 115'899 | 214'616 CHF | 215'775 CHF | 98.29% | 98.29% |
07.11.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 115'000 | 115'000 | 114'549 | 114'549 | 219'224 CHF | 220'369 CHF | 100.00% | 100.00% |