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% | 2.26 CHF | 2.27 CHF | 185'000 | 185'000 | 184'237 | 184'237 | 420'627 CHF | 422'469 CHF | 100.00% | 100.00% |
19.11.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 185'000 | 185'000 | 185'030 | 185'030 | 415'113 CHF | 416'963 CHF | 99.68% | 99.68% |
18.11.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 185'000 | 185'000 | 184'969 | 184'969 | 413'853 CHF | 415'703 CHF | 99.85% | 99.85% |
15.11.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 185'000 | 185'000 | 184'235 | 184'235 | 415'299 CHF | 417'141 CHF | 99.71% | 99.71% |
14.11.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 185'000 | 185'000 | 184'235 | 184'235 | 421'015 CHF | 422'857 CHF | 99.59% | 99.59% |
13.11.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 190'000 | 190'000 | 189'339 | 189'339 | 400'913 CHF | 402'807 CHF | 99.88% | 99.88% |
12.11.2024 | 0.45% | 2.15 CHF | 2.16 CHF | 190'000 | 190'000 | 187'769 | 187'769 | 413'210 CHF | 415'087 CHF | 99.98% | 99.98% |
11.11.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 185'000 | 185'000 | 184'237 | 184'237 | 416'328 CHF | 418'170 CHF | 100.00% | 100.00% |
08.11.2024 | 0.45% | 2.24 CHF | 2.25 CHF | 185'000 | 185'000 | 185'838 | 185'838 | 412'415 CHF | 414'273 CHF | 99.20% | 99.20% |
07.11.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 190'000 | 190'000 | 188'358 | 188'358 | 411'947 CHF | 413'831 CHF | 99.80% | 99.80% |