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 | 0.47% | 2.09 CHF | 2.10 CHF | 115'000 | 115'000 | 110'508 | 110'508 | 233'839 CHF | 234'944 CHF | 99.20% | 99.20% |
19.11.2024 | 0.48% | 2.08 CHF | 2.09 CHF | 115'000 | 115'000 | 113'802 | 113'802 | 237'403 CHF | 238'541 CHF | 99.26% | 99.26% |
18.11.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 233'960 CHF | 235'056 CHF | 99.82% | 99.82% |
15.11.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 233'955 CHF | 235'050 CHF | 100.00% | 100.00% |
14.11.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 110'000 | 110'000 | 111'612 | 111'612 | 234'549 CHF | 235'665 CHF | 98.43% | 98.43% |
13.11.2024 | 0.47% | 2.08 CHF | 2.09 CHF | 115'000 | 115'000 | 110'568 | 110'568 | 234'447 CHF | 235'552 CHF | 99.35% | 99.35% |
12.11.2024 | 0.47% | 2.06 CHF | 2.07 CHF | 115'000 | 115'000 | 110'417 | 110'417 | 233'628 CHF | 234'732 CHF | 99.87% | 99.87% |
11.11.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 240'906 CHF | 242'001 CHF | 100.00% | 100.00% |
08.11.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 110'000 | 110'000 | 109'542 | 109'542 | 237'054 CHF | 238'150 CHF | 99.03% | 99.03% |
07.11.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 110'000 | 110'000 | 109'544 | 109'544 | 242'335 CHF | 243'431 CHF | 99.41% | 99.41% |