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 | 0.72% | 2.08 CHF | 2.09 CHF | 132'000 | 132'000 | 58'464 | 58'464 | 124'295 CHF | 125'056 CHF | 99.38% | 99.38% |
19.11.2024 | 0.72% | 2.14 CHF | 2.15 CHF | 131'000 | 131'000 | 58'565 | 58'565 | 124'930 CHF | 125'690 CHF | 100.00% | 100.00% |
18.11.2024 | 0.72% | 2.15 CHF | 2.16 CHF | 130'000 | 130'000 | 58'133 | 58'133 | 125'028 CHF | 125'784 CHF | 99.75% | 99.75% |
15.11.2024 | 0.72% | 2.16 CHF | 2.17 CHF | 130'000 | 130'000 | 58'117 | 58'117 | 125'273 CHF | 126'029 CHF | 100.00% | 100.00% |
14.11.2024 | 0.72% | 2.15 CHF | 2.16 CHF | 130'000 | 130'000 | 58'194 | 58'194 | 126'083 CHF | 126'842 CHF | 98.47% | 98.47% |
13.11.2024 | 0.70% | 2.15 CHF | 2.16 CHF | 130'000 | 130'000 | 57'499 | 57'499 | 126'087 CHF | 126'834 CHF | 99.22% | 99.22% |
12.11.2024 | 0.70% | 2.23 CHF | 2.24 CHF | 128'000 | 128'000 | 57'704 | 57'704 | 128'229 CHF | 128'978 CHF | 99.88% | 99.88% |
11.11.2024 | 0.70% | 2.24 CHF | 2.25 CHF | 128'000 | 128'000 | 57'666 | 57'666 | 127'904 CHF | 128'656 CHF | 99.76% | 99.76% |
08.11.2024 | 0.73% | 2.17 CHF | 2.18 CHF | 130'000 | 130'000 | 59'197 | 59'197 | 126'237 CHF | 127'004 CHF | 99.04% | 99.04% |
07.11.2024 | 0.72% | 2.10 CHF | 2.11 CHF | 133'000 | 133'000 | 59'032 | 59'032 | 125'637 CHF | 126'402 CHF | 100.00% | 100.00% |