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 | 0.42% | 2.34 CHF | 2.35 CHF | 108'000 | 108'000 | 107'012 | 107'012 | 256'456 CHF | 257'526 CHF | 99.44% | 99.44% |
19.11.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 108'000 | 108'000 | 107'275 | 107'275 | 256'050 CHF | 257'123 CHF | 100.00% | 100.00% |
18.11.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 104'000 | 104'000 | 104'488 | 104'488 | 255'410 CHF | 256'455 CHF | 99.88% | 99.88% |
15.11.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 108'000 | 108'000 | 107'555 | 107'555 | 256'480 CHF | 257'556 CHF | 100.00% | 100.00% |
14.11.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 108'000 | 108'000 | 107'548 | 107'548 | 254'355 CHF | 255'431 CHF | 98.61% | 98.61% |
13.11.2024 | 0.42% | 2.32 CHF | 2.33 CHF | 108'000 | 108'000 | 107'569 | 107'569 | 253'000 CHF | 254'076 CHF | 100.00% | 100.00% |
12.11.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 108'000 | 108'000 | 107'553 | 107'553 | 257'590 CHF | 258'666 CHF | 99.37% | 99.37% |
11.11.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 104'000 | 104'000 | 106'442 | 106'442 | 258'703 CHF | 259'767 CHF | 100.00% | 100.00% |
08.11.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 108'000 | 108'000 | 107'550 | 107'550 | 257'880 CHF | 258'955 CHF | 99.05% | 99.05% |
07.11.2024 | 0.40% | 2.44 CHF | 2.45 CHF | 104'000 | 104'000 | 103'571 | 103'571 | 255'393 CHF | 256'429 CHF | 100.00% | 100.00% |