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% | 2.24 CHF | 2.25 CHF | 108'000 | 108'000 | 107'014 | 107'014 | 245'711 CHF | 246'782 CHF | 99.43% | 99.43% |
19.11.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 108'000 | 108'000 | 107'275 | 107'275 | 245'283 CHF | 246'355 CHF | 100.00% | 100.00% |
18.11.2024 | 0.43% | 2.37 CHF | 2.38 CHF | 104'000 | 104'000 | 104'489 | 104'489 | 245'129 CHF | 246'174 CHF | 99.88% | 99.88% |
15.11.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 108'000 | 108'000 | 107'555 | 107'555 | 245'913 CHF | 246'989 CHF | 100.00% | 100.00% |
14.11.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 108'000 | 108'000 | 107'548 | 107'548 | 243'536 CHF | 244'611 CHF | 98.60% | 98.60% |
13.11.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 108'000 | 108'000 | 107'569 | 107'569 | 242'145 CHF | 243'220 CHF | 100.00% | 100.00% |
12.11.2024 | 0.43% | 2.23 CHF | 2.24 CHF | 108'000 | 108'000 | 107'553 | 107'553 | 246'755 CHF | 247'831 CHF | 99.36% | 99.36% |
11.11.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 104'000 | 104'000 | 106'442 | 106'442 | 247'956 CHF | 249'020 CHF | 100.00% | 100.00% |
08.11.2024 | 0.43% | 2.28 CHF | 2.29 CHF | 108'000 | 108'000 | 107'550 | 107'550 | 247'306 CHF | 248'382 CHF | 99.05% | 99.05% |
07.11.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 104'000 | 104'000 | 103'571 | 103'571 | 245'140 CHF | 246'176 CHF | 100.00% | 100.00% |