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 | 0.43% | 2.28 CHF | 2.29 CHF | 164'000 | 164'000 | 79'381 | 79'381 | 185'872 CHF | 186'668 CHF | 99.90% | 99.90% |
19.11.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 164'000 | 164'000 | 80'049 | 80'049 | 185'459 CHF | 186'261 CHF | 100.00% | 100.00% |
18.11.2024 | 0.45% | 2.40 CHF | 2.41 CHF | 162'000 | 162'000 | 78'608 | 78'608 | 181'400 CHF | 182'187 CHF | 99.86% | 99.86% |
15.11.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 166'000 | 166'000 | 80'587 | 80'587 | 182'998 CHF | 183'805 CHF | 99.99% | 99.99% |
14.11.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 162'000 | 162'000 | 77'120 | 77'120 | 187'074 CHF | 187'846 CHF | 100.00% | 100.00% |
13.11.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 160'000 | 160'000 | 77'556 | 77'556 | 196'015 CHF | 196'792 CHF | 100.00% | 100.00% |
12.11.2024 | 0.38% | 2.57 CHF | 2.58 CHF | 158'000 | 158'000 | 75'062 | 75'062 | 198'650 CHF | 199'402 CHF | 100.00% | 100.00% |
11.11.2024 | 0.38% | 2.70 CHF | 2.71 CHF | 154'000 | 154'000 | 74'339 | 74'339 | 201'210 CHF | 201'955 CHF | 100.00% | 100.00% |
08.11.2024 | 0.37% | 2.79 CHF | 2.80 CHF | 154'000 | 154'000 | 73'247 | 73'247 | 204'542 CHF | 205'276 CHF | 99.85% | 99.85% |
07.11.2024 | 0.38% | 2.73 CHF | 2.74 CHF | 154'000 | 154'000 | 75'656 | 75'656 | 203'558 CHF | 204'318 CHF | 100.00% | 100.00% |