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 | 0.74% | 2.04 CHF | 2.05 CHF | 132'000 | 132'000 | 58'458 | 58'458 | 121'704 CHF | 122'464 CHF | 99.34% | 99.34% |
19.11.2024 | 0.74% | 2.09 CHF | 2.10 CHF | 131'000 | 131'000 | 58'565 | 58'565 | 122'311 CHF | 123'072 CHF | 100.00% | 100.00% |
18.11.2024 | 0.73% | 2.11 CHF | 2.12 CHF | 130'000 | 130'000 | 58'172 | 58'172 | 122'605 CHF | 123'362 CHF | 99.78% | 99.78% |
15.11.2024 | 0.74% | 2.12 CHF | 2.13 CHF | 130'000 | 130'000 | 58'117 | 58'117 | 122'633 CHF | 123'389 CHF | 100.00% | 100.00% |
14.11.2024 | 0.73% | 2.11 CHF | 2.12 CHF | 130'000 | 130'000 | 58'300 | 58'300 | 123'755 CHF | 124'515 CHF | 98.59% | 98.59% |
13.11.2024 | 0.71% | 2.11 CHF | 2.12 CHF | 130'000 | 130'000 | 57'750 | 57'750 | 124'036 CHF | 124'785 CHF | 99.80% | 99.80% |
12.11.2024 | 0.71% | 2.18 CHF | 2.19 CHF | 128'000 | 128'000 | 57'699 | 57'699 | 125'626 CHF | 126'375 CHF | 99.90% | 99.90% |
11.11.2024 | 0.72% | 2.19 CHF | 2.20 CHF | 128'000 | 128'000 | 57'763 | 57'763 | 125'573 CHF | 126'325 CHF | 99.90% | 99.90% |
08.11.2024 | 0.74% | 2.13 CHF | 2.14 CHF | 130'000 | 130'000 | 59'195 | 59'195 | 123'668 CHF | 124'436 CHF | 99.05% | 99.05% |
07.11.2024 | 0.74% | 2.06 CHF | 2.07 CHF | 133'000 | 133'000 | 59'032 | 59'032 | 123'081 CHF | 123'846 CHF | 100.00% | 100.00% |