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 | 0.51% | 1.90 CHF | 1.91 CHF | 108'000 | 108'000 | 107'013 | 107'013 | 209'488 CHF | 210'558 CHF | 99.43% | 99.43% |
19.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 108'000 | 108'000 | 107'275 | 107'275 | 209'000 CHF | 210'072 CHF | 100.00% | 100.00% |
18.11.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 104'000 | 104'000 | 104'489 | 104'489 | 209'447 CHF | 210'492 CHF | 99.88% | 99.88% |
15.11.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 108'000 | 108'000 | 107'555 | 107'555 | 209'336 CHF | 210'412 CHF | 100.00% | 100.00% |
14.11.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 108'000 | 108'000 | 107'548 | 107'548 | 207'023 CHF | 208'098 CHF | 98.53% | 98.53% |
13.11.2024 | 0.52% | 1.89 CHF | 1.90 CHF | 108'000 | 108'000 | 107'569 | 107'569 | 205'618 CHF | 206'694 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 1.89 CHF | 1.90 CHF | 108'000 | 108'000 | 107'552 | 107'552 | 210'272 CHF | 211'347 CHF | 99.36% | 99.36% |
11.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 104'000 | 104'000 | 106'444 | 106'444 | 211'794 CHF | 212'859 CHF | 100.00% | 100.00% |
08.11.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 108'000 | 108'000 | 107'550 | 107'550 | 210'683 CHF | 211'758 CHF | 99.05% | 99.05% |
07.11.2024 | 0.49% | 2.00 CHF | 2.01 CHF | 104'000 | 104'000 | 103'571 | 103'571 | 209'747 CHF | 210'783 CHF | 100.00% | 100.00% |