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% | 2.07 CHF | 2.08 CHF | 110'000 | 110'000 | 107'597 | 107'597 | 219'285 CHF | 220'361 CHF | 99.47% | 99.47% |
19.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 106'000 | 106'000 | 104'330 | 104'330 | 203'174 CHF | 204'218 CHF | 100.00% | 100.00% |
18.11.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 102'000 | 102'000 | 101'503 | 101'503 | 191'108 CHF | 192'123 CHF | 100.00% | 100.00% |
15.11.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 102'000 | 102'000 | 101'238 | 101'238 | 189'672 CHF | 190'684 CHF | 100.00% | 100.00% |
14.11.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 102'000 | 102'000 | 101'976 | 101'976 | 193'629 CHF | 194'648 CHF | 99.33% | 99.33% |
13.11.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 104'000 | 104'000 | 102'067 | 102'067 | 193'388 CHF | 194'408 CHF | 100.00% | 100.00% |
12.11.2024 | 0.56% | 1.86 CHF | 1.87 CHF | 102'000 | 102'000 | 97'893 | 97'893 | 177'105 CHF | 178'086 CHF | 100.00% | 100.00% |
11.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 100'000 | 100'000 | 99'372 | 99'372 | 181'221 CHF | 182'214 CHF | 99.24% | 99.24% |
08.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 100'000 | 100'000 | 99'273 | 99'273 | 180'966 CHF | 181'958 CHF | 100.00% | 100.00% |
07.11.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 96'000 | 96'000 | 97'353 | 97'353 | 174'687 CHF | 175'660 CHF | 99.40% | 99.40% |