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 | 0.49% | 2.00 CHF | 2.01 CHF | 164'000 | 164'000 | 79'381 | 79'381 | 163'701 CHF | 164'496 CHF | 99.90% | 99.90% |
19.11.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 164'000 | 164'000 | 80'047 | 80'047 | 163'170 CHF | 163'971 CHF | 100.00% | 100.00% |
18.11.2024 | 0.51% | 2.12 CHF | 2.13 CHF | 162'000 | 162'000 | 78'611 | 78'611 | 159'454 CHF | 160'241 CHF | 99.86% | 99.86% |
15.11.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 166'000 | 166'000 | 80'588 | 80'588 | 160'490 CHF | 161'297 CHF | 99.99% | 99.99% |
14.11.2024 | 0.47% | 2.10 CHF | 2.11 CHF | 162'000 | 162'000 | 77'118 | 77'118 | 165'486 CHF | 166'259 CHF | 100.00% | 100.00% |
13.11.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 160'000 | 160'000 | 77'554 | 77'554 | 174'444 CHF | 175'221 CHF | 100.00% | 100.00% |
12.11.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 158'000 | 158'000 | 75'061 | 75'061 | 177'828 CHF | 178'580 CHF | 100.00% | 100.00% |
11.11.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 154'000 | 154'000 | 74'339 | 74'339 | 180'634 CHF | 181'379 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 154'000 | 154'000 | 73'248 | 73'248 | 184'441 CHF | 185'174 CHF | 99.85% | 99.85% |
07.11.2024 | 0.43% | 2.46 CHF | 2.47 CHF | 154'000 | 154'000 | 75'660 | 75'660 | 182'801 CHF | 183'561 CHF | 100.00% | 100.00% |