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 | 0.52% | 1.88 CHF | 1.89 CHF | 115'000 | 115'000 | 110'505 | 110'505 | 210'781 CHF | 211'886 CHF | 99.29% | 99.29% |
19.11.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 115'000 | 115'000 | 113'804 | 113'804 | 213'705 CHF | 214'843 CHF | 99.56% | 99.56% |
18.11.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 110'000 | 110'000 | 109'541 | 109'541 | 211'065 CHF | 212'161 CHF | 98.83% | 98.83% |
15.11.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 211'038 CHF | 212'133 CHF | 99.92% | 99.92% |
14.11.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 110'000 | 110'000 | 111'612 | 111'612 | 211'269 CHF | 212'385 CHF | 98.61% | 98.61% |
13.11.2024 | 0.52% | 1.87 CHF | 1.88 CHF | 115'000 | 115'000 | 110'555 | 110'555 | 211'370 CHF | 212'476 CHF | 99.08% | 99.08% |
12.11.2024 | 0.52% | 1.85 CHF | 1.86 CHF | 115'000 | 115'000 | 110'418 | 110'418 | 210'617 CHF | 211'722 CHF | 99.83% | 99.83% |
11.11.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 218'011 CHF | 219'106 CHF | 99.96% | 99.96% |
08.11.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 110'000 | 110'000 | 109'542 | 109'542 | 214'123 CHF | 215'218 CHF | 99.04% | 99.04% |
07.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 110'000 | 110'000 | 109'544 | 109'544 | 219'319 CHF | 220'415 CHF | 99.41% | 99.41% |