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 | 0.43% | 2.31 CHF | 2.32 CHF | 115'000 | 115'000 | 110'509 | 110'509 | 258'817 CHF | 259'922 CHF | 99.43% | 99.43% |
19.11.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 115'000 | 115'000 | 113'804 | 113'804 | 263'111 CHF | 264'249 CHF | 100.00% | 100.00% |
18.11.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 258'793 CHF | 259'889 CHF | 99.88% | 99.88% |
15.11.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 258'828 CHF | 259'923 CHF | 100.00% | 100.00% |
14.11.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 110'000 | 110'000 | 111'614 | 111'614 | 259'778 CHF | 260'894 CHF | 98.56% | 98.56% |
13.11.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 115'000 | 115'000 | 110'580 | 110'580 | 259'531 CHF | 260'636 CHF | 100.00% | 100.00% |
12.11.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 115'000 | 115'000 | 110'417 | 110'417 | 258'574 CHF | 259'678 CHF | 99.88% | 99.88% |
11.11.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 265'665 CHF | 266'761 CHF | 100.00% | 100.00% |
08.11.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 110'000 | 110'000 | 109'542 | 109'542 | 261'880 CHF | 262'975 CHF | 99.05% | 99.05% |
07.11.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 267'224 CHF | 268'319 CHF | 100.00% | 100.00% |