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 | 0.45% | 2.21 CHF | 2.22 CHF | 115'000 | 115'000 | 110'509 | 110'509 | 247'226 CHF | 248'331 CHF | 99.44% | 99.44% |
19.11.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 115'000 | 115'000 | 113'804 | 113'804 | 251'199 CHF | 252'337 CHF | 100.00% | 100.00% |
18.11.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 247'268 CHF | 248'363 CHF | 99.88% | 99.88% |
15.11.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 247'308 CHF | 248'403 CHF | 100.00% | 100.00% |
14.11.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 110'000 | 110'000 | 111'613 | 111'613 | 248'153 CHF | 249'269 CHF | 98.61% | 98.61% |
13.11.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 115'000 | 115'000 | 110'580 | 110'580 | 247'896 CHF | 249'002 CHF | 100.00% | 100.00% |
12.11.2024 | 0.45% | 2.18 CHF | 2.19 CHF | 115'000 | 115'000 | 110'417 | 110'417 | 247'065 CHF | 248'169 CHF | 99.88% | 99.88% |
11.11.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 254'221 CHF | 255'317 CHF | 100.00% | 100.00% |
08.11.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 110'000 | 110'000 | 109'542 | 109'542 | 250'389 CHF | 251'484 CHF | 99.05% | 99.05% |
07.11.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 255'746 CHF | 256'841 CHF | 100.00% | 100.00% |