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 | 0.67% | 2.24 CHF | 2.25 CHF | 132'000 | 132'000 | 58'461 | 58'461 | 133'598 CHF | 134'359 CHF | 99.34% | 99.34% |
19.11.2024 | 0.67% | 2.29 CHF | 2.30 CHF | 131'000 | 131'000 | 58'579 | 58'579 | 134'221 CHF | 134'982 CHF | 100.00% | 100.00% |
18.11.2024 | 0.67% | 2.31 CHF | 2.32 CHF | 130'000 | 130'000 | 58'173 | 58'173 | 134'402 CHF | 135'159 CHF | 99.78% | 99.78% |
15.11.2024 | 0.67% | 2.32 CHF | 2.33 CHF | 130'000 | 130'000 | 58'102 | 58'102 | 134'527 CHF | 135'283 CHF | 100.00% | 100.00% |
14.11.2024 | 0.67% | 2.31 CHF | 2.32 CHF | 130'000 | 130'000 | 58'304 | 58'304 | 135'638 CHF | 136'398 CHF | 98.50% | 98.50% |
13.11.2024 | 0.65% | 2.31 CHF | 2.32 CHF | 130'000 | 130'000 | 57'754 | 57'754 | 135'832 CHF | 136'581 CHF | 99.80% | 99.80% |
12.11.2024 | 0.65% | 2.39 CHF | 2.40 CHF | 128'000 | 128'000 | 57'696 | 57'696 | 137'329 CHF | 138'078 CHF | 99.90% | 99.90% |
11.11.2024 | 0.66% | 2.40 CHF | 2.41 CHF | 128'000 | 128'000 | 57'768 | 57'768 | 137'256 CHF | 138'009 CHF | 99.90% | 99.90% |
08.11.2024 | 0.68% | 2.33 CHF | 2.34 CHF | 130'000 | 130'000 | 59'193 | 59'193 | 135'532 CHF | 136'300 CHF | 99.05% | 99.05% |
07.11.2024 | 0.67% | 2.26 CHF | 2.27 CHF | 133'000 | 133'000 | 59'035 | 59'035 | 134'942 CHF | 135'707 CHF | 100.00% | 100.00% |