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 | 0.69% | 2.19 CHF | 2.20 CHF | 132'000 | 132'000 | 58'502 | 58'502 | 130'630 CHF | 131'391 CHF | 99.47% | 99.47% |
19.11.2024 | 0.69% | 2.24 CHF | 2.25 CHF | 131'000 | 131'000 | 58'566 | 58'566 | 131'114 CHF | 131'874 CHF | 100.00% | 100.00% |
18.11.2024 | 0.68% | 2.26 CHF | 2.27 CHF | 130'000 | 130'000 | 58'126 | 58'126 | 131'293 CHF | 132'050 CHF | 99.69% | 99.69% |
15.11.2024 | 0.69% | 2.27 CHF | 2.28 CHF | 130'000 | 130'000 | 58'118 | 58'118 | 131'426 CHF | 132'182 CHF | 100.00% | 100.00% |
14.11.2024 | 0.68% | 2.26 CHF | 2.27 CHF | 130'000 | 130'000 | 58'275 | 58'275 | 132'545 CHF | 133'305 CHF | 98.47% | 98.47% |
13.11.2024 | 0.67% | 2.26 CHF | 2.27 CHF | 130'000 | 130'000 | 57'517 | 57'517 | 132'171 CHF | 132'918 CHF | 98.99% | 98.99% |
12.11.2024 | 0.66% | 2.33 CHF | 2.34 CHF | 128'000 | 128'000 | 57'701 | 57'701 | 134'310 CHF | 135'059 CHF | 99.88% | 99.88% |
11.11.2024 | 0.67% | 2.34 CHF | 2.35 CHF | 128'000 | 128'000 | 57'764 | 57'764 | 134'229 CHF | 134'982 CHF | 99.90% | 99.90% |
08.11.2024 | 0.69% | 2.28 CHF | 2.29 CHF | 130'000 | 130'000 | 59'194 | 59'194 | 132'436 CHF | 133'203 CHF | 99.04% | 99.04% |
07.11.2024 | 0.69% | 2.21 CHF | 2.22 CHF | 133'000 | 133'000 | 59'051 | 59'051 | 131'892 CHF | 132'657 CHF | 99.92% | 99.92% |