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 | 0.46% | 2.13 CHF | 2.14 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 120'554 CHF | 121'114 CHF | 99.49% | 99.49% |
19.11.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 56'000 | 56'000 | 56'528 | 56'528 | 120'203 CHF | 120'768 CHF | 100.00% | 100.00% |
18.11.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 121'574 CHF | 122'134 CHF | 99.90% | 99.90% |
15.11.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 120'894 CHF | 121'454 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 2.13 CHF | 2.14 CHF | 56'000 | 56'000 | 58'616 | 58'616 | 122'675 CHF | 123'261 CHF | 98.67% | 98.67% |
13.11.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 60'000 | 60'000 | 58'264 | 58'264 | 121'928 CHF | 122'511 CHF | 100.00% | 100.00% |
12.11.2024 | 0.46% | 2.13 CHF | 2.14 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 120'956 CHF | 121'516 CHF | 99.88% | 99.88% |
11.11.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 122'894 CHF | 123'454 CHF | 100.00% | 100.00% |
08.11.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 121'273 CHF | 121'833 CHF | 99.04% | 99.04% |
07.11.2024 | 0.45% | 2.18 CHF | 2.19 CHF | 56'000 | 56'000 | 56'000 | 56'000 | 124'539 CHF | 125'099 CHF | 100.00% | 100.00% |