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 | 0.71% | 2.14 CHF | 2.15 CHF | 132'000 | 132'000 | 58'460 | 58'460 | 127'587 CHF | 128'347 CHF | 99.34% | 99.34% |
19.11.2024 | 0.70% | 2.19 CHF | 2.20 CHF | 131'000 | 131'000 | 58'579 | 58'579 | 128'205 CHF | 128'965 CHF | 100.00% | 100.00% |
18.11.2024 | 0.70% | 2.21 CHF | 2.22 CHF | 130'000 | 130'000 | 58'173 | 58'173 | 128'450 CHF | 129'207 CHF | 99.78% | 99.78% |
15.11.2024 | 0.70% | 2.22 CHF | 2.23 CHF | 130'000 | 130'000 | 58'102 | 58'102 | 128'445 CHF | 129'200 CHF | 100.00% | 100.00% |
14.11.2024 | 0.70% | 2.21 CHF | 2.22 CHF | 130'000 | 130'000 | 58'303 | 58'303 | 129'646 CHF | 130'406 CHF | 98.56% | 98.56% |
13.11.2024 | 0.68% | 2.21 CHF | 2.22 CHF | 130'000 | 130'000 | 57'751 | 57'751 | 129'824 CHF | 130'572 CHF | 99.80% | 99.80% |
12.11.2024 | 0.68% | 2.28 CHF | 2.29 CHF | 128'000 | 128'000 | 57'703 | 57'703 | 131'408 CHF | 132'156 CHF | 99.88% | 99.88% |
11.11.2024 | 0.69% | 2.29 CHF | 2.30 CHF | 128'000 | 128'000 | 57'768 | 57'768 | 131'342 CHF | 132'094 CHF | 99.90% | 99.90% |
08.11.2024 | 0.71% | 2.23 CHF | 2.24 CHF | 130'000 | 130'000 | 59'199 | 59'199 | 129'499 CHF | 130'266 CHF | 99.05% | 99.05% |
07.11.2024 | 0.70% | 2.16 CHF | 2.17 CHF | 133'000 | 133'000 | 59'007 | 59'007 | 128'856 CHF | 129'621 CHF | 100.00% | 100.00% |