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 | 267'683 CHF | 268'753 CHF | 99.43% | 99.43% |
19.11.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 108'000 | 108'000 | 107'275 | 107'275 | 267'285 CHF | 268'357 CHF | 100.00% | 100.00% |
18.11.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 104'000 | 104'000 | 104'490 | 104'490 | 266'667 CHF | 267'712 CHF | 99.88% | 99.88% |
15.11.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 108'000 | 108'000 | 107'555 | 107'555 | 268'070 CHF | 269'145 CHF | 100.00% | 100.00% |
14.11.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 108'000 | 108'000 | 107'548 | 107'548 | 265'718 CHF | 266'794 CHF | 98.58% | 98.58% |
13.11.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 108'000 | 108'000 | 107'569 | 107'569 | 264'351 CHF | 265'427 CHF | 100.00% | 100.00% |
12.11.2024 | 0.40% | 2.44 CHF | 2.45 CHF | 108'000 | 108'000 | 107'552 | 107'552 | 268'916 CHF | 269'992 CHF | 99.34% | 99.34% |
11.11.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 104'000 | 104'000 | 106'443 | 106'443 | 269'877 CHF | 270'941 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 108'000 | 108'000 | 107'550 | 107'550 | 269'462 CHF | 270'538 CHF | 99.05% | 99.05% |
07.11.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 104'000 | 104'000 | 103'571 | 103'571 | 266'637 CHF | 267'672 CHF | 100.00% | 100.00% |