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 | 0.45% | 2.17 CHF | 2.18 CHF | 164'000 | 164'000 | 79'382 | 79'382 | 177'626 CHF | 178'422 CHF | 99.90% | 99.90% |
19.11.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 164'000 | 164'000 | 80'050 | 80'050 | 177'210 CHF | 178'012 CHF | 100.00% | 100.00% |
18.11.2024 | 0.47% | 2.29 CHF | 2.30 CHF | 162'000 | 162'000 | 78'612 | 78'612 | 173'241 CHF | 174'028 CHF | 99.86% | 99.86% |
15.11.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 166'000 | 166'000 | 80'588 | 80'588 | 174'669 CHF | 175'476 CHF | 99.99% | 99.99% |
14.11.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 162'000 | 162'000 | 77'112 | 77'112 | 179'055 CHF | 179'827 CHF | 100.00% | 100.00% |
13.11.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 160'000 | 160'000 | 77'561 | 77'561 | 188'019 CHF | 188'796 CHF | 100.00% | 100.00% |
12.11.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 158'000 | 158'000 | 75'069 | 75'069 | 190'950 CHF | 191'702 CHF | 100.00% | 100.00% |
11.11.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 154'000 | 154'000 | 74'337 | 74'337 | 193'577 CHF | 194'322 CHF | 100.00% | 100.00% |
08.11.2024 | 0.38% | 2.69 CHF | 2.70 CHF | 154'000 | 154'000 | 73'248 | 73'248 | 197'088 CHF | 197'822 CHF | 99.85% | 99.85% |
07.11.2024 | 0.40% | 2.63 CHF | 2.64 CHF | 154'000 | 154'000 | 75'661 | 75'661 | 195'869 CHF | 196'629 CHF | 100.00% | 100.00% |