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 | 0.41% | 2.45 CHF | 2.46 CHF | 110'000 | 110'000 | 107'595 | 107'595 | 260'213 CHF | 261'289 CHF | 99.47% | 99.47% |
19.11.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 106'000 | 106'000 | 104'329 | 104'329 | 242'766 CHF | 243'809 CHF | 100.00% | 100.00% |
18.11.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 102'000 | 102'000 | 101'503 | 101'503 | 229'679 CHF | 230'694 CHF | 100.00% | 100.00% |
15.11.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 102'000 | 102'000 | 101'238 | 101'238 | 228'189 CHF | 229'202 CHF | 100.00% | 100.00% |
14.11.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 102'000 | 102'000 | 101'976 | 101'976 | 232'410 CHF | 233'429 CHF | 99.34% | 99.34% |
13.11.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 104'000 | 104'000 | 102'066 | 102'066 | 232'211 CHF | 233'231 CHF | 100.00% | 100.00% |
12.11.2024 | 0.47% | 2.24 CHF | 2.25 CHF | 102'000 | 102'000 | 97'893 | 97'893 | 214'242 CHF | 215'223 CHF | 100.00% | 100.00% |
11.11.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 100'000 | 100'000 | 99'372 | 99'372 | 218'993 CHF | 219'986 CHF | 99.24% | 99.24% |
08.11.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 100'000 | 100'000 | 99'273 | 99'273 | 218'780 CHF | 219'773 CHF | 100.00% | 100.00% |
07.11.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 96'000 | 96'000 | 97'353 | 97'353 | 211'843 CHF | 212'817 CHF | 99.40% | 99.40% |