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 | 0.43% | 2.27 CHF | 2.28 CHF | 108'000 | 108'000 | 107'012 | 107'012 | 249'956 CHF | 251'026 CHF | 99.31% | 99.31% |
19.11.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 108'000 | 108'000 | 107'275 | 107'275 | 249'531 CHF | 250'604 CHF | 100.00% | 100.00% |
18.11.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 104'000 | 104'000 | 104'488 | 104'488 | 249'078 CHF | 250'123 CHF | 99.89% | 99.89% |
15.11.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 108'000 | 108'000 | 107'555 | 107'555 | 249'903 CHF | 250'979 CHF | 100.00% | 100.00% |
14.11.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 108'000 | 108'000 | 107'548 | 107'548 | 247'573 CHF | 248'649 CHF | 98.68% | 98.68% |
13.11.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 108'000 | 108'000 | 107'569 | 107'569 | 246'193 CHF | 247'269 CHF | 99.97% | 99.97% |
12.11.2024 | 0.43% | 2.27 CHF | 2.28 CHF | 108'000 | 108'000 | 107'552 | 107'552 | 251'042 CHF | 252'118 CHF | 99.13% | 99.13% |
11.11.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 104'000 | 104'000 | 106'444 | 106'444 | 252'198 CHF | 253'262 CHF | 100.00% | 100.00% |
08.11.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 108'000 | 108'000 | 107'550 | 107'550 | 251'292 CHF | 252'367 CHF | 99.04% | 99.04% |
07.11.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 104'000 | 104'000 | 103'571 | 103'571 | 249'053 CHF | 250'088 CHF | 100.00% | 100.00% |