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 | 0.41% | 2.41 CHF | 2.42 CHF | 185'000 | 185'000 | 184'237 | 184'237 | 449'297 CHF | 451'139 CHF | 100.00% | 100.00% |
19.11.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 185'000 | 185'000 | 185'033 | 185'033 | 443'778 CHF | 445'628 CHF | 99.78% | 99.78% |
18.11.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 185'000 | 185'000 | 184'969 | 184'969 | 442'538 CHF | 444'388 CHF | 99.98% | 99.98% |
15.11.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 185'000 | 185'000 | 184'237 | 184'237 | 443'983 CHF | 445'825 CHF | 100.00% | 100.00% |
14.11.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 185'000 | 185'000 | 184'234 | 184'234 | 449'645 CHF | 451'488 CHF | 99.45% | 99.45% |
13.11.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 190'000 | 190'000 | 189'334 | 189'334 | 430'285 CHF | 432'178 CHF | 99.69% | 99.69% |
12.11.2024 | 0.42% | 2.31 CHF | 2.32 CHF | 190'000 | 190'000 | 187'760 | 187'760 | 442'331 CHF | 444'209 CHF | 99.58% | 99.58% |
11.11.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 185'000 | 185'000 | 184'237 | 184'237 | 445'003 CHF | 446'845 CHF | 100.00% | 100.00% |
08.11.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 185'000 | 185'000 | 185'834 | 185'834 | 441'454 CHF | 443'312 CHF | 99.09% | 99.09% |
07.11.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 190'000 | 190'000 | 188'357 | 188'357 | 441'070 CHF | 442'953 CHF | 99.71% | 99.71% |