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 | 0.44% | 2.22 CHF | 2.23 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 125'908 CHF | 126'468 CHF | 99.43% | 99.43% |
19.11.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 56'000 | 56'000 | 56'526 | 56'526 | 125'603 CHF | 126'168 CHF | 100.00% | 100.00% |
18.11.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 126'978 CHF | 127'538 CHF | 99.88% | 99.88% |
15.11.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 126'160 CHF | 126'720 CHF | 100.00% | 100.00% |
14.11.2024 | 0.46% | 2.22 CHF | 2.23 CHF | 56'000 | 56'000 | 58'616 | 58'616 | 128'318 CHF | 128'904 CHF | 98.52% | 98.52% |
13.11.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 60'000 | 60'000 | 58'264 | 58'264 | 127'587 CHF | 128'170 CHF | 100.00% | 100.00% |
12.11.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 126'322 CHF | 126'882 CHF | 99.90% | 99.90% |
11.11.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 128'257 CHF | 128'817 CHF | 100.00% | 100.00% |
08.11.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 126'503 CHF | 127'063 CHF | 99.05% | 99.05% |
07.11.2024 | 0.43% | 2.28 CHF | 2.29 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 129'789 CHF | 130'349 CHF | 100.00% | 100.00% |