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 | 0.36% | 2.77 CHF | 2.78 CHF | 110'000 | 110'000 | 107'596 | 107'596 | 294'685 CHF | 295'761 CHF | 99.47% | 99.47% |
19.11.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 106'000 | 106'000 | 104'329 | 104'329 | 276'258 CHF | 277'301 CHF | 100.00% | 100.00% |
18.11.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 102'000 | 102'000 | 101'503 | 101'503 | 262'422 CHF | 263'437 CHF | 100.00% | 100.00% |
15.11.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 102'000 | 102'000 | 101'238 | 101'238 | 260'930 CHF | 261'942 CHF | 100.00% | 100.00% |
14.11.2024 | 0.38% | 2.58 CHF | 2.59 CHF | 102'000 | 102'000 | 101'976 | 101'976 | 265'340 CHF | 266'359 CHF | 99.33% | 99.33% |
13.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 104'000 | 104'000 | 102'067 | 102'067 | 265'255 CHF | 266'276 CHF | 100.00% | 100.00% |
12.11.2024 | 0.41% | 2.57 CHF | 2.58 CHF | 102'000 | 102'000 | 97'893 | 97'893 | 245'933 CHF | 246'914 CHF | 100.00% | 100.00% |
11.11.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 100'000 | 100'000 | 99'372 | 99'372 | 251'218 CHF | 252'212 CHF | 99.24% | 99.24% |
08.11.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 100'000 | 100'000 | 99'273 | 99'273 | 251'096 CHF | 252'089 CHF | 100.00% | 100.00% |
07.11.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 96'000 | 96'000 | 97'353 | 97'353 | 243'617 CHF | 244'591 CHF | 99.40% | 99.40% |