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 | 0.48% | 2.05 CHF | 2.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 206'360 CHF | 207'360 CHF | 99.37% | 99.37% |
19.11.2024 | 0.47% | 2.08 CHF | 2.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 213'878 CHF | 214'878 CHF | 99.25% | 99.25% |
18.11.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 230'255 CHF | 231'255 CHF | 99.30% | 99.30% |
15.11.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 233'202 CHF | 234'202 CHF | 99.39% | 99.39% |
14.11.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 235'891 CHF | 236'891 CHF | 99.35% | 99.35% |
13.11.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 234'635 CHF | 235'635 CHF | 99.37% | 99.37% |
12.11.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 233'085 CHF | 234'085 CHF | 99.08% | 99.08% |
11.11.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 231'200 CHF | 232'200 CHF | 99.24% | 99.24% |
08.11.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 229'013 CHF | 230'013 CHF | 99.38% | 99.38% |
07.11.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 225'392 CHF | 226'392 CHF | 99.28% | 99.28% |