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 | 0.39% | 2.50 CHF | 2.51 CHF | 108'000 | 108'000 | 107'013 | 107'013 | 274'180 CHF | 275'251 CHF | 99.44% | 99.44% |
19.11.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 108'000 | 108'000 | 107'275 | 107'275 | 274'050 CHF | 275'123 CHF | 100.00% | 100.00% |
18.11.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 104'000 | 104'000 | 104'488 | 104'488 | 273'037 CHF | 274'082 CHF | 99.88% | 99.88% |
15.11.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 108'000 | 108'000 | 107'555 | 107'555 | 274'622 CHF | 275'698 CHF | 100.00% | 100.00% |
14.11.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 108'000 | 108'000 | 107'548 | 107'548 | 272'253 CHF | 273'328 CHF | 98.59% | 98.59% |
13.11.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 108'000 | 108'000 | 107'569 | 107'569 | 270'893 CHF | 271'969 CHF | 100.00% | 100.00% |
12.11.2024 | 0.39% | 2.50 CHF | 2.51 CHF | 108'000 | 108'000 | 107'552 | 107'552 | 275'478 CHF | 276'554 CHF | 99.35% | 99.35% |
11.11.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 104'000 | 104'000 | 106'442 | 106'442 | 276'355 CHF | 277'420 CHF | 100.00% | 100.00% |
08.11.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 108'000 | 108'000 | 107'550 | 107'550 | 276'046 CHF | 277'122 CHF | 99.05% | 99.05% |
07.11.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 104'000 | 104'000 | 103'571 | 103'571 | 272'976 CHF | 274'011 CHF | 100.00% | 100.00% |