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 | 0.40% | 2.53 CHF | 2.54 CHF | 110'000 | 110'000 | 107'596 | 107'596 | 269'589 CHF | 270'665 CHF | 99.47% | 99.47% |
19.11.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 106'000 | 106'000 | 104'329 | 104'329 | 251'941 CHF | 252'984 CHF | 100.00% | 100.00% |
18.11.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 102'000 | 102'000 | 101'503 | 101'503 | 238'708 CHF | 239'723 CHF | 100.00% | 100.00% |
15.11.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 102'000 | 102'000 | 101'238 | 101'238 | 237'188 CHF | 238'201 CHF | 100.00% | 100.00% |
14.11.2024 | 0.42% | 2.35 CHF | 2.36 CHF | 102'000 | 102'000 | 101'976 | 101'976 | 241'472 CHF | 242'492 CHF | 99.33% | 99.33% |
13.11.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 104'000 | 104'000 | 102'066 | 102'066 | 241'278 CHF | 242'299 CHF | 100.00% | 100.00% |
12.11.2024 | 0.45% | 2.33 CHF | 2.34 CHF | 102'000 | 102'000 | 97'894 | 97'894 | 222'967 CHF | 223'948 CHF | 100.00% | 100.00% |
11.11.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 100'000 | 100'000 | 99'372 | 99'372 | 227'870 CHF | 228'864 CHF | 99.24% | 99.24% |
08.11.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 100'000 | 100'000 | 99'273 | 99'273 | 227'697 CHF | 228'690 CHF | 100.00% | 100.00% |
07.11.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 96'000 | 96'000 | 97'353 | 97'353 | 220'608 CHF | 221'582 CHF | 99.40% | 99.40% |