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 | 0.41% | 2.39 CHF | 2.40 CHF | 108'000 | 108'000 | 107'013 | 107'013 | 262'443 CHF | 263'513 CHF | 99.44% | 99.44% |
19.11.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 108'000 | 108'000 | 107'275 | 107'275 | 262'024 CHF | 263'097 CHF | 100.00% | 100.00% |
18.11.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 104'000 | 104'000 | 104'489 | 104'489 | 261'283 CHF | 262'328 CHF | 99.88% | 99.88% |
15.11.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 108'000 | 108'000 | 107'555 | 107'555 | 262'544 CHF | 263'620 CHF | 100.00% | 100.00% |
14.11.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 108'000 | 108'000 | 107'548 | 107'548 | 260'420 CHF | 261'496 CHF | 98.53% | 98.53% |
13.11.2024 | 0.41% | 2.38 CHF | 2.39 CHF | 108'000 | 108'000 | 107'569 | 107'569 | 259'050 CHF | 260'126 CHF | 100.00% | 100.00% |
12.11.2024 | 0.41% | 2.39 CHF | 2.40 CHF | 108'000 | 108'000 | 107'552 | 107'552 | 263'645 CHF | 264'721 CHF | 99.37% | 99.37% |
11.11.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 104'000 | 104'000 | 106'443 | 106'443 | 264'625 CHF | 265'689 CHF | 100.00% | 100.00% |
08.11.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 108'000 | 108'000 | 107'550 | 107'550 | 263'931 CHF | 265'006 CHF | 99.05% | 99.05% |
07.11.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 104'000 | 104'000 | 103'571 | 103'571 | 261'284 CHF | 262'320 CHF | 100.00% | 100.00% |