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 | 0.39% | 2.52 CHF | 2.53 CHF | 164'000 | 164'000 | 79'382 | 79'382 | 205'442 CHF | 206'238 CHF | 99.90% | 99.90% |
19.11.2024 | 0.40% | 2.55 CHF | 2.56 CHF | 164'000 | 164'000 | 80'055 | 80'055 | 205'199 CHF | 206'001 CHF | 100.00% | 100.00% |
18.11.2024 | 0.40% | 2.64 CHF | 2.65 CHF | 162'000 | 162'000 | 78'612 | 78'612 | 200'831 CHF | 201'618 CHF | 99.86% | 99.86% |
15.11.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 166'000 | 166'000 | 80'588 | 80'588 | 202'991 CHF | 203'798 CHF | 99.99% | 99.99% |
14.11.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 162'000 | 162'000 | 77'114 | 77'114 | 206'144 CHF | 206'916 CHF | 100.00% | 100.00% |
13.11.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 160'000 | 160'000 | 77'554 | 77'554 | 215'033 CHF | 215'809 CHF | 100.00% | 100.00% |
12.11.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 158'000 | 158'000 | 75'066 | 75'066 | 217'009 CHF | 217'761 CHF | 100.00% | 100.00% |
11.11.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 154'000 | 154'000 | 74'338 | 74'338 | 219'323 CHF | 220'067 CHF | 100.00% | 100.00% |
08.11.2024 | 0.34% | 3.03 CHF | 3.04 CHF | 154'000 | 154'000 | 73'248 | 73'248 | 222'219 CHF | 222'952 CHF | 99.85% | 99.85% |
07.11.2024 | 0.35% | 2.98 CHF | 2.99 CHF | 154'000 | 154'000 | 75'660 | 75'660 | 221'847 CHF | 222'606 CHF | 100.00% | 100.00% |