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 | 0.39% | 2.49 CHF | 2.50 CHF | 108'000 | 108'000 | 107'012 | 107'012 | 273'202 CHF | 274'272 CHF | 99.28% | 99.28% |
19.11.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 108'000 | 108'000 | 107'275 | 107'275 | 272'781 CHF | 273'854 CHF | 100.00% | 100.00% |
18.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 104'000 | 104'000 | 104'488 | 104'488 | 271'786 CHF | 272'831 CHF | 99.89% | 99.89% |
15.11.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 108'000 | 108'000 | 107'555 | 107'555 | 273'386 CHF | 274'462 CHF | 100.00% | 100.00% |
14.11.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 108'000 | 108'000 | 107'547 | 107'547 | 271'015 CHF | 272'091 CHF | 98.55% | 98.55% |
13.11.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 108'000 | 108'000 | 107'569 | 107'569 | 269'881 CHF | 270'957 CHF | 99.97% | 99.97% |
12.11.2024 | 0.39% | 2.49 CHF | 2.50 CHF | 108'000 | 108'000 | 107'551 | 107'551 | 274'475 CHF | 275'550 CHF | 99.13% | 99.13% |
11.11.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 104'000 | 104'000 | 106'443 | 106'443 | 275'368 CHF | 276'433 CHF | 100.00% | 100.00% |
08.11.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 108'000 | 108'000 | 107'550 | 107'550 | 274'767 CHF | 275'842 CHF | 99.04% | 99.04% |
07.11.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 104'000 | 104'000 | 103'571 | 103'571 | 271'777 CHF | 272'812 CHF | 100.00% | 100.00% |