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% | 2.42 CHF | 2.43 CHF | 115'000 | 115'000 | 110'509 | 110'509 | 270'362 CHF | 271'467 CHF | 99.43% | 99.43% |
19.11.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 115'000 | 115'000 | 113'803 | 113'803 | 274'980 CHF | 276'118 CHF | 100.00% | 100.00% |
18.11.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 270'254 CHF | 271'350 CHF | 99.88% | 99.88% |
15.11.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 270'322 CHF | 271'418 CHF | 100.00% | 100.00% |
14.11.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 110'000 | 110'000 | 111'615 | 111'615 | 271'545 CHF | 272'661 CHF | 98.53% | 98.53% |
13.11.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 115'000 | 115'000 | 110'580 | 110'580 | 271'078 CHF | 272'184 CHF | 100.00% | 100.00% |
12.11.2024 | 0.41% | 2.39 CHF | 2.40 CHF | 115'000 | 115'000 | 110'417 | 110'417 | 270'196 CHF | 271'300 CHF | 99.89% | 99.89% |
11.11.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 277'210 CHF | 278'306 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 110'000 | 110'000 | 109'542 | 109'542 | 273'398 CHF | 274'494 CHF | 99.05% | 99.05% |
07.11.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 278'847 CHF | 279'943 CHF | 100.00% | 100.00% |