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 | 0.41% | 2.36 CHF | 2.37 CHF | 108'000 | 108'000 | 107'012 | 107'012 | 259'456 CHF | 260'526 CHF | 99.30% | 99.30% |
19.11.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 108'000 | 108'000 | 107'275 | 107'275 | 259'038 CHF | 260'111 CHF | 100.00% | 100.00% |
18.11.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 104'000 | 104'000 | 104'487 | 104'487 | 258'362 CHF | 259'407 CHF | 99.89% | 99.89% |
15.11.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 108'000 | 108'000 | 107'555 | 107'555 | 259'497 CHF | 260'573 CHF | 100.00% | 100.00% |
14.11.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 108'000 | 108'000 | 107'548 | 107'548 | 257'393 CHF | 258'469 CHF | 98.63% | 98.63% |
13.11.2024 | 0.42% | 2.35 CHF | 2.36 CHF | 108'000 | 108'000 | 107'569 | 107'569 | 256'001 CHF | 257'076 CHF | 99.97% | 99.97% |
12.11.2024 | 0.41% | 2.36 CHF | 2.37 CHF | 108'000 | 108'000 | 107'551 | 107'551 | 260'601 CHF | 261'677 CHF | 99.13% | 99.13% |
11.11.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 104'000 | 104'000 | 106'442 | 106'442 | 261'673 CHF | 262'738 CHF | 100.00% | 100.00% |
08.11.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 108'000 | 108'000 | 107'550 | 107'550 | 260'876 CHF | 261'951 CHF | 99.04% | 99.04% |
07.11.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 104'000 | 104'000 | 103'571 | 103'571 | 258'340 CHF | 259'376 CHF | 100.00% | 100.00% |