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% | 1.86 CHF | 1.87 CHF | 108'000 | 108'000 | 107'013 | 107'013 | 205'745 CHF | 206'815 CHF | 99.28% | 99.28% |
19.11.2024 | 0.52% | 1.93 CHF | 1.94 CHF | 108'000 | 108'000 | 107'275 | 107'275 | 205'231 CHF | 206'304 CHF | 100.00% | 100.00% |
18.11.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 104'000 | 104'000 | 104'487 | 104'487 | 205'787 CHF | 206'832 CHF | 99.89% | 99.89% |
15.11.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 108'000 | 108'000 | 107'555 | 107'555 | 205'557 CHF | 206'632 CHF | 100.00% | 100.00% |
14.11.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 108'000 | 108'000 | 107'548 | 107'548 | 203'275 CHF | 204'350 CHF | 98.65% | 98.65% |
13.11.2024 | 0.53% | 1.85 CHF | 1.86 CHF | 108'000 | 108'000 | 107'569 | 107'569 | 201'866 CHF | 202'941 CHF | 99.99% | 99.99% |
12.11.2024 | 0.52% | 1.86 CHF | 1.87 CHF | 108'000 | 108'000 | 107'552 | 107'552 | 206'494 CHF | 207'569 CHF | 99.13% | 99.13% |
11.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 104'000 | 104'000 | 106'443 | 106'443 | 208'240 CHF | 209'304 CHF | 100.00% | 100.00% |
08.11.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 108'000 | 108'000 | 107'550 | 107'550 | 206'853 CHF | 207'929 CHF | 99.04% | 99.04% |
07.11.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 104'000 | 104'000 | 103'571 | 103'571 | 206'102 CHF | 207'137 CHF | 100.00% | 100.00% |