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 | 0.38% | 2.63 CHF | 2.64 CHF | 115'000 | 115'000 | 110'509 | 110'509 | 293'698 CHF | 294'803 CHF | 99.43% | 99.43% |
19.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 115'000 | 115'000 | 113'804 | 113'804 | 299'032 CHF | 300'170 CHF | 100.00% | 100.00% |
18.11.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 293'503 CHF | 294'599 CHF | 99.88% | 99.88% |
15.11.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 293'560 CHF | 294'656 CHF | 100.00% | 100.00% |
14.11.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 110'000 | 110'000 | 111'613 | 111'613 | 295'191 CHF | 296'308 CHF | 98.60% | 98.60% |
13.11.2024 | 0.37% | 2.63 CHF | 2.64 CHF | 115'000 | 115'000 | 110'580 | 110'580 | 294'563 CHF | 295'669 CHF | 100.00% | 100.00% |
12.11.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 115'000 | 115'000 | 110'417 | 110'417 | 293'604 CHF | 294'708 CHF | 99.90% | 99.90% |
11.11.2024 | 0.36% | 2.73 CHF | 2.74 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 300'381 CHF | 301'476 CHF | 100.00% | 100.00% |
08.11.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 110'000 | 110'000 | 109'542 | 109'542 | 296'690 CHF | 297'785 CHF | 99.05% | 99.05% |
07.11.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 302'138 CHF | 303'234 CHF | 100.00% | 100.00% |