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 | 0.49% | 2.00 CHF | 2.01 CHF | 115'000 | 115'000 | 110'508 | 110'508 | 224'873 CHF | 225'978 CHF | 99.43% | 99.43% |
19.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 115'000 | 115'000 | 113'804 | 113'804 | 228'204 CHF | 229'342 CHF | 100.00% | 100.00% |
18.11.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 225'069 CHF | 226'164 CHF | 99.88% | 99.88% |
15.11.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 225'060 CHF | 226'156 CHF | 100.00% | 100.00% |
14.11.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 110'000 | 110'000 | 111'613 | 111'613 | 225'437 CHF | 226'553 CHF | 98.58% | 98.58% |
13.11.2024 | 0.49% | 2.00 CHF | 2.01 CHF | 115'000 | 115'000 | 110'580 | 110'580 | 225'491 CHF | 226'597 CHF | 100.00% | 100.00% |
12.11.2024 | 0.49% | 1.98 CHF | 1.99 CHF | 115'000 | 115'000 | 110'417 | 110'417 | 224'623 CHF | 225'727 CHF | 99.90% | 99.90% |
11.11.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 232'014 CHF | 233'110 CHF | 100.00% | 100.00% |
08.11.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 110'000 | 110'000 | 109'542 | 109'542 | 228'136 CHF | 229'232 CHF | 99.05% | 99.05% |
07.11.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 233'375 CHF | 234'471 CHF | 100.00% | 100.00% |