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 | 0.41% | 2.42 CHF | 2.43 CHF | 164'000 | 164'000 | 79'373 | 79'373 | 197'409 CHF | 198'204 CHF | 99.89% | 99.89% |
19.11.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 164'000 | 164'000 | 80'055 | 80'055 | 197'147 CHF | 197'949 CHF | 100.00% | 100.00% |
18.11.2024 | 0.42% | 2.54 CHF | 2.55 CHF | 162'000 | 162'000 | 78'601 | 78'601 | 192'897 CHF | 193'685 CHF | 99.85% | 99.85% |
15.11.2024 | 0.42% | 2.35 CHF | 2.36 CHF | 166'000 | 166'000 | 80'588 | 80'588 | 194'867 CHF | 195'675 CHF | 99.99% | 99.99% |
14.11.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 162'000 | 162'000 | 77'114 | 77'114 | 198'368 CHF | 199'140 CHF | 100.00% | 100.00% |
13.11.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 160'000 | 160'000 | 77'553 | 77'553 | 207'260 CHF | 208'037 CHF | 100.00% | 100.00% |
12.11.2024 | 0.36% | 2.72 CHF | 2.73 CHF | 158'000 | 158'000 | 75'065 | 75'065 | 209'495 CHF | 210'247 CHF | 100.00% | 100.00% |
11.11.2024 | 0.36% | 2.84 CHF | 2.85 CHF | 154'000 | 154'000 | 74'339 | 74'339 | 211'902 CHF | 212'646 CHF | 100.00% | 100.00% |
08.11.2024 | 0.35% | 2.93 CHF | 2.94 CHF | 154'000 | 154'000 | 73'247 | 73'247 | 215'009 CHF | 215'743 CHF | 99.85% | 99.85% |
07.11.2024 | 0.36% | 2.88 CHF | 2.89 CHF | 154'000 | 154'000 | 75'660 | 75'660 | 214'384 CHF | 215'144 CHF | 100.00% | 100.00% |