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 | 0.35% | 2.80 CHF | 2.81 CHF | 115'000 | 115'000 | 110'506 | 110'506 | 313'487 CHF | 314'592 CHF | 99.16% | 99.16% |
19.11.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 115'000 | 115'000 | 113'801 | 113'801 | 319'364 CHF | 320'502 CHF | 99.37% | 99.37% |
18.11.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 110'000 | 110'000 | 109'540 | 109'540 | 313'072 CHF | 314'167 CHF | 98.56% | 98.56% |
15.11.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 313'215 CHF | 314'310 CHF | 99.92% | 99.92% |
14.11.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 110'000 | 110'000 | 111'609 | 111'609 | 315'189 CHF | 316'305 CHF | 98.48% | 98.48% |
13.11.2024 | 0.35% | 2.80 CHF | 2.81 CHF | 115'000 | 115'000 | 110'668 | 110'668 | 314'626 CHF | 315'733 CHF | 98.34% | 98.34% |
12.11.2024 | 0.35% | 2.78 CHF | 2.79 CHF | 115'000 | 115'000 | 110'418 | 110'418 | 313'342 CHF | 314'447 CHF | 99.83% | 99.83% |
11.11.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 320'034 CHF | 321'130 CHF | 100.00% | 100.00% |
08.11.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 110'000 | 110'000 | 109'542 | 109'542 | 316'323 CHF | 317'418 CHF | 99.02% | 99.02% |
07.11.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 110'000 | 110'000 | 109'544 | 109'544 | 321'861 CHF | 322'956 CHF | 99.40% | 99.40% |