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 | 0.45% | 2.26 CHF | 2.27 CHF | 110'000 | 110'000 | 107'596 | 107'596 | 239'481 CHF | 240'557 CHF | 99.47% | 99.47% |
19.11.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 106'000 | 106'000 | 104'330 | 104'330 | 222'751 CHF | 223'794 CHF | 100.00% | 100.00% |
18.11.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 102'000 | 102'000 | 101'503 | 101'503 | 210'089 CHF | 211'104 CHF | 100.00% | 100.00% |
15.11.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 102'000 | 102'000 | 101'238 | 101'238 | 208'557 CHF | 209'570 CHF | 100.00% | 100.00% |
14.11.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 102'000 | 102'000 | 101'977 | 101'977 | 212'807 CHF | 213'827 CHF | 99.39% | 99.39% |
13.11.2024 | 0.48% | 2.10 CHF | 2.11 CHF | 104'000 | 104'000 | 102'066 | 102'066 | 212'526 CHF | 213'547 CHF | 100.00% | 100.00% |
12.11.2024 | 0.51% | 2.05 CHF | 2.06 CHF | 102'000 | 102'000 | 97'894 | 97'894 | 195'314 CHF | 196'295 CHF | 100.00% | 100.00% |
11.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 100'000 | 100'000 | 99'371 | 99'371 | 199'890 CHF | 200'884 CHF | 99.24% | 99.24% |
08.11.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 100'000 | 100'000 | 99'273 | 99'273 | 199'588 CHF | 200'580 CHF | 100.00% | 100.00% |
07.11.2024 | 0.50% | 1.94 CHF | 1.95 CHF | 96'000 | 96'000 | 97'353 | 97'353 | 192'882 CHF | 193'855 CHF | 99.40% | 99.40% |