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 | 0.48% | 2.01 CHF | 2.02 CHF | 108'000 | 108'000 | 107'012 | 107'012 | 221'236 CHF | 222'306 CHF | 99.28% | 99.28% |
19.11.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 108'000 | 108'000 | 107'275 | 107'275 | 221'001 CHF | 222'074 CHF | 99.99% | 99.99% |
18.11.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 104'000 | 104'000 | 104'488 | 104'488 | 221'161 CHF | 222'206 CHF | 99.89% | 99.89% |
15.11.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 108'000 | 108'000 | 107'555 | 107'555 | 221'198 CHF | 222'274 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 108'000 | 108'000 | 107'548 | 107'548 | 218'855 CHF | 219'930 CHF | 98.52% | 98.52% |
13.11.2024 | 0.49% | 2.00 CHF | 2.01 CHF | 108'000 | 108'000 | 107'569 | 107'569 | 217'465 CHF | 218'541 CHF | 99.98% | 99.98% |
12.11.2024 | 0.48% | 2.00 CHF | 2.01 CHF | 108'000 | 108'000 | 107'551 | 107'551 | 222'332 CHF | 223'407 CHF | 99.13% | 99.13% |
11.11.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 104'000 | 104'000 | 106'443 | 106'443 | 223'761 CHF | 224'826 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 108'000 | 108'000 | 107'550 | 107'550 | 222'558 CHF | 223'634 CHF | 99.04% | 99.04% |
07.11.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 104'000 | 104'000 | 103'571 | 103'571 | 221'215 CHF | 222'251 CHF | 100.00% | 100.00% |