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 | 0.45% | 2.16 CHF | 2.17 CHF | 108'000 | 108'000 | 107'013 | 107'013 | 237'712 CHF | 238'782 CHF | 99.29% | 99.29% |
19.11.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 108'000 | 108'000 | 107'275 | 107'275 | 237'259 CHF | 238'332 CHF | 100.00% | 100.00% |
18.11.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 104'000 | 104'000 | 104'489 | 104'489 | 237'317 CHF | 238'362 CHF | 99.89% | 99.89% |
15.11.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 108'000 | 108'000 | 107'555 | 107'555 | 237'834 CHF | 238'910 CHF | 100.00% | 100.00% |
14.11.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 108'000 | 108'000 | 107'548 | 107'548 | 235'509 CHF | 236'585 CHF | 98.65% | 98.65% |
13.11.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 108'000 | 108'000 | 107'569 | 107'569 | 234'129 CHF | 235'204 CHF | 99.99% | 99.99% |
12.11.2024 | 0.45% | 2.16 CHF | 2.17 CHF | 108'000 | 108'000 | 107'552 | 107'552 | 238'707 CHF | 239'783 CHF | 99.13% | 99.13% |
11.11.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 104'000 | 104'000 | 106'443 | 106'443 | 240'177 CHF | 241'241 CHF | 100.00% | 100.00% |
08.11.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 108'000 | 108'000 | 107'550 | 107'550 | 239'178 CHF | 240'254 CHF | 99.04% | 99.04% |
07.11.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 104'000 | 104'000 | 103'571 | 103'571 | 237'356 CHF | 238'392 CHF | 100.00% | 100.00% |