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% | 2.54 CHF | 2.55 CHF | 115'000 | 115'000 | 110'507 | 110'507 | 283'694 CHF | 284'799 CHF | 99.26% | 99.26% |
19.11.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 115'000 | 115'000 | 113'804 | 113'804 | 288'746 CHF | 289'884 CHF | 99.53% | 99.53% |
18.11.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 283'549 CHF | 284'644 CHF | 99.90% | 99.90% |
15.11.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 283'611 CHF | 284'707 CHF | 99.93% | 99.93% |
14.11.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 110'000 | 110'000 | 111'611 | 111'611 | 285'068 CHF | 286'184 CHF | 98.47% | 98.47% |
13.11.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 115'000 | 115'000 | 110'670 | 110'670 | 284'781 CHF | 285'888 CHF | 98.37% | 98.37% |
12.11.2024 | 0.39% | 2.51 CHF | 2.52 CHF | 115'000 | 115'000 | 110'417 | 110'417 | 283'586 CHF | 284'690 CHF | 99.88% | 99.88% |
11.11.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 290'449 CHF | 291'545 CHF | 100.00% | 100.00% |
08.11.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 110'000 | 110'000 | 109'541 | 109'541 | 286'685 CHF | 287'780 CHF | 98.99% | 98.99% |
07.11.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 110'000 | 110'000 | 109'543 | 109'543 | 292'160 CHF | 293'255 CHF | 99.35% | 99.35% |