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 | 0.47% | 2.16 CHF | 2.17 CHF | 110'000 | 110'000 | 107'596 | 107'596 | 229'138 CHF | 230'214 CHF | 99.47% | 99.47% |
19.11.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 106'000 | 106'000 | 104'329 | 104'329 | 212'621 CHF | 213'664 CHF | 100.00% | 100.00% |
18.11.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 102'000 | 102'000 | 101'503 | 101'503 | 200'293 CHF | 201'308 CHF | 100.00% | 100.00% |
15.11.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 102'000 | 102'000 | 101'237 | 101'237 | 198'816 CHF | 199'828 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 102'000 | 102'000 | 101'977 | 101'977 | 202'840 CHF | 203'860 CHF | 99.39% | 99.39% |
13.11.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 104'000 | 104'000 | 102'067 | 102'067 | 202'676 CHF | 203'697 CHF | 100.00% | 100.00% |
12.11.2024 | 0.54% | 1.95 CHF | 1.96 CHF | 102'000 | 102'000 | 97'893 | 97'893 | 185'881 CHF | 186'862 CHF | 100.00% | 100.00% |
11.11.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 100'000 | 100'000 | 99'372 | 99'372 | 190'157 CHF | 191'151 CHF | 99.24% | 99.24% |
08.11.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 100'000 | 100'000 | 99'273 | 99'273 | 189'955 CHF | 190'947 CHF | 100.00% | 100.00% |
07.11.2024 | 0.53% | 1.85 CHF | 1.86 CHF | 96'000 | 96'000 | 97'353 | 97'353 | 183'454 CHF | 184'428 CHF | 99.40% | 99.40% |