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 | 0.50% | 1.95 CHF | 1.96 CHF | 108'000 | 108'000 | 107'012 | 107'012 | 215'499 CHF | 216'569 CHF | 99.30% | 99.30% |
19.11.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 108'000 | 108'000 | 107'275 | 107'275 | 215'002 CHF | 216'075 CHF | 100.00% | 100.00% |
18.11.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 104'000 | 104'000 | 104'488 | 104'488 | 215'317 CHF | 216'361 CHF | 99.89% | 99.89% |
15.11.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 108'000 | 108'000 | 107'555 | 107'555 | 215'152 CHF | 216'227 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 108'000 | 108'000 | 107'547 | 107'547 | 213'083 CHF | 214'159 CHF | 98.51% | 98.51% |
13.11.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 108'000 | 108'000 | 107'569 | 107'569 | 211'680 CHF | 212'756 CHF | 99.97% | 99.97% |
12.11.2024 | 0.50% | 1.95 CHF | 1.96 CHF | 108'000 | 108'000 | 107'551 | 107'551 | 216'319 CHF | 217'394 CHF | 99.13% | 99.13% |
11.11.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 104'000 | 104'000 | 106'443 | 106'443 | 217'735 CHF | 218'799 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 108'000 | 108'000 | 107'550 | 107'550 | 216'467 CHF | 217'543 CHF | 99.04% | 99.04% |
07.11.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 104'000 | 104'000 | 103'571 | 103'571 | 215'628 CHF | 216'663 CHF | 100.00% | 100.00% |