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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 110'000 | 110'000 | 109'572 | 109'572 | 249'765 CHF | 250'860 CHF | 99.25% | 99.25% |
20.11.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 115'000 | 115'000 | 110'508 | 110'508 | 245'752 CHF | 246'858 CHF | 99.37% | 99.37% |
19.11.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 115'000 | 115'000 | 113'800 | 113'800 | 249'690 CHF | 250'828 CHF | 99.69% | 99.69% |
18.11.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 245'803 CHF | 246'898 CHF | 99.85% | 99.85% |
15.11.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 245'812 CHF | 246'907 CHF | 100.00% | 100.00% |
14.11.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 110'000 | 110'000 | 111'613 | 111'613 | 246'548 CHF | 247'664 CHF | 98.52% | 98.52% |
13.11.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 115'000 | 115'000 | 110'594 | 110'594 | 246'473 CHF | 247'579 CHF | 99.28% | 99.28% |
12.11.2024 | 0.45% | 2.17 CHF | 2.18 CHF | 115'000 | 115'000 | 110'412 | 110'412 | 245'500 CHF | 246'604 CHF | 99.68% | 99.68% |
11.11.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 252'744 CHF | 253'840 CHF | 100.00% | 100.00% |
08.11.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 110'000 | 110'000 | 109'542 | 109'542 | 248'870 CHF | 249'966 CHF | 99.03% | 99.03% |