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 | 0.53% | 1.81 CHF | 1.82 CHF | 108'000 | 108'000 | 107'011 | 107'011 | 200'012 CHF | 201'083 CHF | 99.28% | 99.28% |
19.11.2024 | 0.54% | 1.88 CHF | 1.89 CHF | 108'000 | 108'000 | 107'275 | 107'275 | 199'491 CHF | 200'564 CHF | 99.98% | 99.98% |
18.11.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 104'000 | 104'000 | 104'488 | 104'488 | 200'149 CHF | 201'194 CHF | 99.89% | 99.89% |
15.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 108'000 | 108'000 | 107'555 | 107'555 | 199'759 CHF | 200'835 CHF | 100.00% | 100.00% |
14.11.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 108'000 | 108'000 | 107'548 | 107'548 | 197'452 CHF | 198'527 CHF | 98.63% | 98.63% |
13.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 108'000 | 108'000 | 107'569 | 107'569 | 196'073 CHF | 197'149 CHF | 99.98% | 99.98% |
12.11.2024 | 0.53% | 1.80 CHF | 1.81 CHF | 108'000 | 108'000 | 107'551 | 107'551 | 200'718 CHF | 201'794 CHF | 99.13% | 99.13% |
11.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 104'000 | 104'000 | 106'442 | 106'442 | 202'526 CHF | 203'590 CHF | 100.00% | 100.00% |
08.11.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 108'000 | 108'000 | 107'550 | 107'550 | 201'093 CHF | 202'169 CHF | 99.04% | 99.04% |
07.11.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 104'000 | 104'000 | 103'571 | 103'571 | 200'471 CHF | 201'506 CHF | 100.00% | 100.00% |