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 | 0.38% | 2.56 CHF | 2.57 CHF | 108'000 | 108'000 | 107'013 | 107'013 | 280'435 CHF | 281'505 CHF | 99.28% | 99.28% |
19.11.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 108'000 | 108'000 | 107'275 | 107'275 | 280'046 CHF | 281'118 CHF | 99.97% | 99.97% |
18.11.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 104'000 | 104'000 | 104'487 | 104'487 | 278'891 CHF | 279'936 CHF | 99.89% | 99.89% |
15.11.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 108'000 | 108'000 | 107'555 | 107'555 | 280'703 CHF | 281'779 CHF | 100.00% | 100.00% |
14.11.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 108'000 | 108'000 | 107'548 | 107'548 | 278'328 CHF | 279'404 CHF | 98.59% | 98.59% |
13.11.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 108'000 | 108'000 | 107'569 | 107'569 | 277'219 CHF | 278'295 CHF | 99.99% | 99.99% |
12.11.2024 | 0.38% | 2.56 CHF | 2.57 CHF | 108'000 | 108'000 | 107'552 | 107'552 | 281'759 CHF | 282'835 CHF | 99.13% | 99.13% |
11.11.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 104'000 | 104'000 | 106'442 | 106'442 | 282'604 CHF | 283'668 CHF | 100.00% | 100.00% |
08.11.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 108'000 | 108'000 | 107'550 | 107'550 | 282'131 CHF | 283'206 CHF | 99.04% | 99.04% |
07.11.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 104'000 | 104'000 | 103'571 | 103'571 | 278'861 CHF | 279'897 CHF | 100.00% | 100.00% |