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 | 0.48% | 2.07 CHF | 2.08 CHF | 185'000 | 185'000 | 184'237 | 184'237 | 386'678 CHF | 388'521 CHF | 100.00% | 100.00% |
19.11.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 185'000 | 185'000 | 185'036 | 185'036 | 381'321 CHF | 383'171 CHF | 99.80% | 99.80% |
18.11.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 185'000 | 185'000 | 184'969 | 184'969 | 379'531 CHF | 381'381 CHF | 99.95% | 99.95% |
15.11.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 185'000 | 185'000 | 184'237 | 184'237 | 381'078 CHF | 382'920 CHF | 99.98% | 99.98% |
14.11.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 185'000 | 185'000 | 184'236 | 184'236 | 386'862 CHF | 388'705 CHF | 99.76% | 99.76% |
13.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 190'000 | 190'000 | 189'336 | 189'336 | 366'085 CHF | 367'979 CHF | 99.73% | 99.73% |
12.11.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 190'000 | 190'000 | 187'760 | 187'760 | 378'387 CHF | 380'265 CHF | 99.48% | 99.48% |
11.11.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 185'000 | 185'000 | 184'237 | 184'237 | 382'475 CHF | 384'317 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 185'000 | 185'000 | 185'835 | 185'835 | 378'253 CHF | 380'111 CHF | 99.10% | 99.10% |
07.11.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 190'000 | 190'000 | 188'358 | 188'358 | 376'814 CHF | 378'697 CHF | 99.64% | 99.64% |