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 | 0.40% | 2.48 CHF | 2.49 CHF | 164'000 | 164'000 | 79'374 | 79'374 | 201'818 CHF | 202'614 CHF | 99.89% | 99.89% |
19.11.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 164'000 | 164'000 | 80'050 | 80'050 | 201'528 CHF | 202'330 CHF | 100.00% | 100.00% |
18.11.2024 | 0.41% | 2.60 CHF | 2.61 CHF | 162'000 | 162'000 | 78'599 | 78'599 | 197'251 CHF | 198'038 CHF | 99.85% | 99.85% |
15.11.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 166'000 | 166'000 | 80'588 | 80'588 | 199'322 CHF | 200'129 CHF | 99.99% | 99.99% |
14.11.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 162'000 | 162'000 | 77'112 | 77'112 | 202'628 CHF | 203'401 CHF | 100.00% | 100.00% |
13.11.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 160'000 | 160'000 | 77'561 | 77'561 | 211'616 CHF | 212'393 CHF | 100.00% | 100.00% |
12.11.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 158'000 | 158'000 | 75'068 | 75'068 | 213'716 CHF | 214'467 CHF | 100.00% | 100.00% |
11.11.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 154'000 | 154'000 | 74'335 | 74'335 | 216'074 CHF | 216'818 CHF | 100.00% | 100.00% |
08.11.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 154'000 | 154'000 | 73'247 | 73'247 | 219'049 CHF | 219'782 CHF | 99.85% | 99.85% |
07.11.2024 | 0.36% | 2.93 CHF | 2.94 CHF | 154'000 | 154'000 | 75'661 | 75'661 | 218'595 CHF | 219'354 CHF | 100.00% | 100.00% |