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% | 2.04 CHF | 2.05 CHF | 108'000 | 108'000 | 107'013 | 107'013 | 224'226 CHF | 225'296 CHF | 99.43% | 99.43% |
19.11.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 108'000 | 108'000 | 107'275 | 107'275 | 223'759 CHF | 224'832 CHF | 100.00% | 100.00% |
18.11.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 104'000 | 104'000 | 104'489 | 104'489 | 223'894 CHF | 224'939 CHF | 99.88% | 99.88% |
15.11.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 108'000 | 108'000 | 107'555 | 107'555 | 224'194 CHF | 225'270 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 108'000 | 108'000 | 107'547 | 107'547 | 221'884 CHF | 222'960 CHF | 98.54% | 98.54% |
13.11.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 108'000 | 108'000 | 107'569 | 107'569 | 220'482 CHF | 221'558 CHF | 100.00% | 100.00% |
12.11.2024 | 0.48% | 2.03 CHF | 2.04 CHF | 108'000 | 108'000 | 107'552 | 107'552 | 225'095 CHF | 226'170 CHF | 99.34% | 99.34% |
11.11.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 104'000 | 104'000 | 106'443 | 106'443 | 226'485 CHF | 227'549 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 108'000 | 108'000 | 107'550 | 107'550 | 225'535 CHF | 226'611 CHF | 99.05% | 99.05% |
07.11.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 104'000 | 104'000 | 103'571 | 103'571 | 224'161 CHF | 225'196 CHF | 100.00% | 100.00% |