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% | 2.09 CHF | 2.10 CHF | 108'000 | 108'000 | 107'012 | 107'012 | 229'734 CHF | 230'804 CHF | 99.44% | 99.44% |
19.11.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 108'000 | 108'000 | 107'275 | 107'275 | 229'275 CHF | 230'348 CHF | 100.00% | 100.00% |
18.11.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 104'000 | 104'000 | 104'489 | 104'489 | 229'264 CHF | 230'309 CHF | 99.88% | 99.88% |
15.11.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 108'000 | 108'000 | 107'555 | 107'555 | 229'766 CHF | 230'841 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 108'000 | 108'000 | 107'548 | 107'548 | 227'417 CHF | 228'492 CHF | 98.51% | 98.51% |
13.11.2024 | 0.47% | 2.07 CHF | 2.08 CHF | 108'000 | 108'000 | 107'569 | 107'569 | 226'025 CHF | 227'100 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 2.08 CHF | 2.09 CHF | 108'000 | 108'000 | 107'552 | 107'552 | 230'645 CHF | 231'721 CHF | 99.35% | 99.35% |
11.11.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 104'000 | 104'000 | 106'444 | 106'444 | 231'994 CHF | 233'058 CHF | 100.00% | 100.00% |
08.11.2024 | 0.46% | 2.13 CHF | 2.14 CHF | 108'000 | 108'000 | 107'550 | 107'550 | 231'145 CHF | 232'220 CHF | 99.05% | 99.05% |
07.11.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 104'000 | 104'000 | 103'571 | 103'571 | 229'512 CHF | 230'548 CHF | 100.00% | 100.00% |