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 | 0.35% | 2.91 CHF | 2.92 CHF | 110'000 | 110'000 | 107'596 | 107'596 | 309'801 CHF | 310'877 CHF | 99.47% | 99.47% |
19.11.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 106'000 | 106'000 | 104'330 | 104'330 | 290'858 CHF | 291'902 CHF | 100.00% | 100.00% |
18.11.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 102'000 | 102'000 | 101'503 | 101'503 | 276'740 CHF | 277'755 CHF | 100.00% | 100.00% |
15.11.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 102'000 | 102'000 | 101'238 | 101'238 | 275'182 CHF | 276'194 CHF | 100.00% | 100.00% |
14.11.2024 | 0.36% | 2.72 CHF | 2.73 CHF | 102'000 | 102'000 | 101'976 | 101'976 | 279'727 CHF | 280'747 CHF | 99.33% | 99.33% |
13.11.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 104'000 | 104'000 | 102'067 | 102'067 | 279'612 CHF | 280'632 CHF | 100.00% | 100.00% |
12.11.2024 | 0.38% | 2.71 CHF | 2.72 CHF | 102'000 | 102'000 | 97'893 | 97'893 | 259'736 CHF | 260'717 CHF | 100.00% | 100.00% |
11.11.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 100'000 | 100'000 | 99'372 | 99'372 | 265'255 CHF | 266'249 CHF | 99.24% | 99.24% |
08.11.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 100'000 | 100'000 | 99'273 | 99'273 | 265'067 CHF | 266'060 CHF | 100.00% | 100.00% |
07.11.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 96'000 | 96'000 | 97'353 | 97'353 | 257'447 CHF | 258'421 CHF | 99.40% | 99.40% |