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% | 2.52 CHF | 2.53 CHF | 115'000 | 115'000 | 110'509 | 110'509 | 281'741 CHF | 282'846 CHF | 99.44% | 99.44% |
19.11.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 115'000 | 115'000 | 113'803 | 113'803 | 286'718 CHF | 287'856 CHF | 100.00% | 100.00% |
18.11.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 281'602 CHF | 282'697 CHF | 99.88% | 99.88% |
15.11.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 281'681 CHF | 282'777 CHF | 100.00% | 100.00% |
14.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 110'000 | 110'000 | 111'615 | 111'615 | 283'043 CHF | 284'159 CHF | 98.56% | 98.56% |
13.11.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 115'000 | 115'000 | 110'581 | 110'581 | 282'558 CHF | 283'664 CHF | 100.00% | 100.00% |
12.11.2024 | 0.39% | 2.50 CHF | 2.51 CHF | 115'000 | 115'000 | 110'417 | 110'417 | 281'592 CHF | 282'696 CHF | 99.90% | 99.90% |
11.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 288'478 CHF | 289'573 CHF | 100.00% | 100.00% |
08.11.2024 | 0.38% | 2.58 CHF | 2.59 CHF | 110'000 | 110'000 | 109'542 | 109'542 | 284'750 CHF | 285'846 CHF | 99.05% | 99.05% |
07.11.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 290'168 CHF | 291'263 CHF | 100.00% | 100.00% |