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 | 0.47% | 2.06 CHF | 2.07 CHF | 108'000 | 108'000 | 107'012 | 107'012 | 227'232 CHF | 228'303 CHF | 99.29% | 99.29% |
19.11.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 108'000 | 108'000 | 107'275 | 107'275 | 226'755 CHF | 227'828 CHF | 100.00% | 100.00% |
18.11.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 104'000 | 104'000 | 104'488 | 104'488 | 226'807 CHF | 227'852 CHF | 99.89% | 99.89% |
15.11.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 108'000 | 108'000 | 107'555 | 107'555 | 226'997 CHF | 228'072 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 108'000 | 108'000 | 107'548 | 107'548 | 224'683 CHF | 225'758 CHF | 98.66% | 98.66% |
13.11.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 108'000 | 108'000 | 107'569 | 107'569 | 223'525 CHF | 224'601 CHF | 99.97% | 99.97% |
12.11.2024 | 0.47% | 2.06 CHF | 2.07 CHF | 108'000 | 108'000 | 107'552 | 107'552 | 228'154 CHF | 229'229 CHF | 99.13% | 99.13% |
11.11.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 104'000 | 104'000 | 106'444 | 106'444 | 229'456 CHF | 230'521 CHF | 100.00% | 100.00% |
08.11.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 108'000 | 108'000 | 107'550 | 107'550 | 228'329 CHF | 229'405 CHF | 99.04% | 99.04% |
07.11.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 104'000 | 104'000 | 103'571 | 103'571 | 226'848 CHF | 227'884 CHF | 100.00% | 100.00% |