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 | 0.41% | 2.38 CHF | 2.39 CHF | 115'000 | 115'000 | 110'509 | 110'509 | 266'764 CHF | 267'869 CHF | 99.22% | 99.22% |
19.11.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 115'000 | 115'000 | 113'800 | 113'800 | 271'289 CHF | 272'427 CHF | 99.57% | 99.57% |
18.11.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 110'000 | 110'000 | 109'539 | 109'539 | 266'633 CHF | 267'728 CHF | 98.41% | 98.41% |
15.11.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 266'687 CHF | 267'782 CHF | 100.00% | 100.00% |
14.11.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 110'000 | 110'000 | 111'612 | 111'612 | 267'792 CHF | 268'909 CHF | 98.60% | 98.60% |
13.11.2024 | 0.41% | 2.38 CHF | 2.39 CHF | 115'000 | 115'000 | 110'576 | 110'576 | 267'471 CHF | 268'577 CHF | 99.29% | 99.29% |
12.11.2024 | 0.41% | 2.36 CHF | 2.37 CHF | 115'000 | 115'000 | 110'413 | 110'413 | 266'485 CHF | 267'589 CHF | 99.57% | 99.57% |
11.11.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 273'607 CHF | 274'702 CHF | 100.00% | 100.00% |
08.11.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 110'000 | 110'000 | 109'541 | 109'541 | 269'769 CHF | 270'865 CHF | 98.96% | 98.96% |
07.11.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 110'000 | 110'000 | 109'544 | 109'544 | 275'157 CHF | 276'252 CHF | 99.56% | 99.56% |