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 | 0.40% | 2.44 CHF | 2.45 CHF | 108'000 | 108'000 | 107'013 | 107'013 | 267'471 CHF | 268'541 CHF | 99.29% | 99.29% |
19.11.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 108'000 | 108'000 | 107'275 | 107'275 | 267'055 CHF | 268'128 CHF | 100.00% | 100.00% |
18.11.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 104'000 | 104'000 | 104'488 | 104'488 | 266'151 CHF | 267'196 CHF | 99.89% | 99.89% |
15.11.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 108'000 | 108'000 | 107'555 | 107'555 | 267'620 CHF | 268'696 CHF | 100.00% | 100.00% |
14.11.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 108'000 | 108'000 | 107'548 | 107'548 | 265'199 CHF | 266'275 CHF | 98.55% | 98.55% |
13.11.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 108'000 | 108'000 | 107'569 | 107'569 | 263'836 CHF | 264'911 CHF | 99.98% | 99.98% |
12.11.2024 | 0.40% | 2.43 CHF | 2.44 CHF | 108'000 | 108'000 | 107'551 | 107'551 | 268'647 CHF | 269'722 CHF | 99.13% | 99.13% |
11.11.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 104'000 | 104'000 | 106'442 | 106'442 | 269'630 CHF | 270'695 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 108'000 | 108'000 | 107'550 | 107'550 | 269'021 CHF | 270'096 CHF | 99.04% | 99.04% |
07.11.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 104'000 | 104'000 | 103'571 | 103'571 | 266'165 CHF | 267'201 CHF | 100.00% | 100.00% |