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 | 0.37% | 2.66 CHF | 2.67 CHF | 115'000 | 115'000 | 110'508 | 110'508 | 297'793 CHF | 298'898 CHF | 99.34% | 99.34% |
19.11.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 115'000 | 115'000 | 113'802 | 113'802 | 303'217 CHF | 304'355 CHF | 99.54% | 99.54% |
18.11.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 110'000 | 110'000 | 109'539 | 109'539 | 297'447 CHF | 298'543 CHF | 98.34% | 98.34% |
15.11.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 297'568 CHF | 298'663 CHF | 100.00% | 100.00% |
14.11.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 110'000 | 110'000 | 111'612 | 111'612 | 299'203 CHF | 300'319 CHF | 98.59% | 98.59% |
13.11.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 115'000 | 115'000 | 110'577 | 110'577 | 298'565 CHF | 299'671 CHF | 99.60% | 99.60% |
12.11.2024 | 0.37% | 2.64 CHF | 2.65 CHF | 115'000 | 115'000 | 110'418 | 110'418 | 297'562 CHF | 298'666 CHF | 99.64% | 99.64% |
11.11.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 304'429 CHF | 305'524 CHF | 100.00% | 100.00% |
08.11.2024 | 0.36% | 2.73 CHF | 2.74 CHF | 110'000 | 110'000 | 109'542 | 109'542 | 300'672 CHF | 301'768 CHF | 99.04% | 99.04% |
07.11.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 110'000 | 110'000 | 109'541 | 109'541 | 306'220 CHF | 307'316 CHF | 98.90% | 98.90% |