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 | 0.49% | 2.00 CHF | 2.01 CHF | 94'000 | 94'000 | 93'115 | 93'115 | 188'692 CHF | 189'624 CHF | 100.00% | 100.00% |
19.11.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 93'000 | 93'000 | 93'519 | 93'519 | 187'629 CHF | 188'564 CHF | 100.00% | 100.00% |
18.11.2024 | 0.49% | 2.09 CHF | 2.10 CHF | 92'000 | 92'000 | 92'629 | 92'629 | 189'991 CHF | 190'917 CHF | 100.00% | 100.00% |
15.11.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 93'000 | 93'000 | 92'597 | 92'597 | 188'862 CHF | 189'788 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 93'000 | 93'000 | 93'649 | 93'649 | 186'231 CHF | 187'167 CHF | 99.33% | 99.33% |
13.11.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 96'000 | 96'000 | 95'676 | 95'676 | 178'971 CHF | 179'928 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 1.85 CHF | 1.86 CHF | 96'000 | 96'000 | 94'583 | 94'583 | 183'313 CHF | 184'259 CHF | 100.00% | 100.00% |
11.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 93'000 | 93'000 | 93'007 | 93'007 | 187'326 CHF | 188'256 CHF | 99.93% | 99.93% |
08.11.2024 | 0.49% | 1.98 CHF | 1.99 CHF | 94'000 | 94'000 | 92'901 | 92'901 | 188'679 CHF | 189'608 CHF | 100.00% | 100.00% |
07.11.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 91'000 | 91'000 | 91'390 | 91'390 | 191'614 CHF | 192'528 CHF | 100.00% | 100.00% |