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 | 0.38% | 2.63 CHF | 2.64 CHF | 110'000 | 110'000 | 107'597 | 107'597 | 279'616 CHF | 280'692 CHF | 99.47% | 99.47% |
19.11.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 106'000 | 106'000 | 104'329 | 104'329 | 261'613 CHF | 262'657 CHF | 100.00% | 100.00% |
18.11.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 102'000 | 102'000 | 101'503 | 101'503 | 248'162 CHF | 249'177 CHF | 100.00% | 100.00% |
15.11.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 102'000 | 102'000 | 101'238 | 101'238 | 246'650 CHF | 247'662 CHF | 100.00% | 100.00% |
14.11.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 102'000 | 102'000 | 101'976 | 101'976 | 250'965 CHF | 251'985 CHF | 99.33% | 99.33% |
13.11.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 104'000 | 104'000 | 102'067 | 102'067 | 250'882 CHF | 251'903 CHF | 100.00% | 100.00% |
12.11.2024 | 0.43% | 2.43 CHF | 2.44 CHF | 102'000 | 102'000 | 97'894 | 97'894 | 232'151 CHF | 233'132 CHF | 100.00% | 100.00% |
11.11.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 100'000 | 100'000 | 99'371 | 99'371 | 237'235 CHF | 238'229 CHF | 99.24% | 99.24% |
08.11.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 100'000 | 100'000 | 99'272 | 99'272 | 237'057 CHF | 238'049 CHF | 100.00% | 100.00% |
07.11.2024 | 0.42% | 2.32 CHF | 2.33 CHF | 96'000 | 96'000 | 97'353 | 97'353 | 229'782 CHF | 230'756 CHF | 99.40% | 99.40% |