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 | 0.45% | 2.14 CHF | 2.15 CHF | 108'000 | 108'000 | 107'012 | 107'012 | 235'222 CHF | 236'293 CHF | 99.43% | 99.43% |
19.11.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 108'000 | 108'000 | 107'275 | 107'275 | 234'778 CHF | 235'850 CHF | 100.00% | 100.00% |
18.11.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 104'000 | 104'000 | 104'489 | 104'489 | 234'620 CHF | 235'665 CHF | 99.88% | 99.88% |
15.11.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 108'000 | 108'000 | 107'555 | 107'555 | 235'337 CHF | 236'412 CHF | 100.00% | 100.00% |
14.11.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 108'000 | 108'000 | 107'548 | 107'548 | 232'969 CHF | 234'045 CHF | 98.59% | 98.59% |
13.11.2024 | 0.46% | 2.13 CHF | 2.14 CHF | 108'000 | 108'000 | 107'569 | 107'569 | 231'594 CHF | 232'670 CHF | 100.00% | 100.00% |
12.11.2024 | 0.45% | 2.13 CHF | 2.14 CHF | 108'000 | 108'000 | 107'553 | 107'553 | 236'207 CHF | 237'282 CHF | 99.36% | 99.36% |
11.11.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 104'000 | 104'000 | 106'443 | 106'443 | 237'502 CHF | 238'566 CHF | 100.00% | 100.00% |
08.11.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 108'000 | 108'000 | 107'550 | 107'550 | 236'691 CHF | 237'767 CHF | 99.05% | 99.05% |
07.11.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 104'000 | 104'000 | 103'571 | 103'571 | 234'897 CHF | 235'932 CHF | 100.00% | 100.00% |