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 | 0.50% | 1.95 CHF | 1.96 CHF | 108'000 | 108'000 | 107'013 | 107'013 | 215'000 CHF | 216'071 CHF | 99.43% | 99.43% |
19.11.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 108'000 | 108'000 | 107'275 | 107'275 | 214'505 CHF | 215'577 CHF | 100.00% | 100.00% |
18.11.2024 | 0.49% | 2.08 CHF | 2.09 CHF | 104'000 | 104'000 | 104'489 | 104'489 | 214'818 CHF | 215'863 CHF | 99.88% | 99.88% |
15.11.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 108'000 | 108'000 | 107'555 | 107'555 | 214'901 CHF | 215'977 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 108'000 | 108'000 | 107'548 | 107'548 | 212'582 CHF | 213'657 CHF | 98.59% | 98.59% |
13.11.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 108'000 | 108'000 | 107'569 | 107'569 | 211'187 CHF | 212'263 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 1.94 CHF | 1.95 CHF | 108'000 | 108'000 | 107'553 | 107'553 | 215'798 CHF | 216'873 CHF | 99.36% | 99.36% |
11.11.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 104'000 | 104'000 | 106'443 | 106'443 | 217'286 CHF | 218'351 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 108'000 | 108'000 | 107'550 | 107'550 | 216'237 CHF | 217'313 CHF | 99.05% | 99.05% |
07.11.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 104'000 | 104'000 | 103'571 | 103'571 | 215'107 CHF | 216'142 CHF | 100.00% | 100.00% |