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% | 2.22 CHF | 2.23 CHF | 108'000 | 108'000 | 107'012 | 107'012 | 243'979 CHF | 245'049 CHF | 99.28% | 99.28% |
19.11.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 108'000 | 108'000 | 107'275 | 107'275 | 243'525 CHF | 244'598 CHF | 99.98% | 99.98% |
18.11.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 104'000 | 104'000 | 104'488 | 104'488 | 243'435 CHF | 244'479 CHF | 99.89% | 99.89% |
15.11.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 108'000 | 108'000 | 107'555 | 107'555 | 244'152 CHF | 245'227 CHF | 100.00% | 100.00% |
14.11.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 108'000 | 108'000 | 107'548 | 107'548 | 241'814 CHF | 242'890 CHF | 98.60% | 98.60% |
13.11.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 108'000 | 108'000 | 107'569 | 107'569 | 240'461 CHF | 241'537 CHF | 99.98% | 99.98% |
12.11.2024 | 0.44% | 2.21 CHF | 2.22 CHF | 108'000 | 108'000 | 107'552 | 107'552 | 244'987 CHF | 246'062 CHF | 99.13% | 99.13% |
11.11.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 104'000 | 104'000 | 106'443 | 106'443 | 246'191 CHF | 247'256 CHF | 100.00% | 100.00% |
08.11.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 108'000 | 108'000 | 107'550 | 107'550 | 245'513 CHF | 246'588 CHF | 99.04% | 99.04% |
07.11.2024 | 0.42% | 2.33 CHF | 2.34 CHF | 104'000 | 104'000 | 103'571 | 103'571 | 243'452 CHF | 244'487 CHF | 100.00% | 100.00% |