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 | 0.37% | 2.74 CHF | 2.75 CHF | 110'000 | 110'000 | 107'595 | 107'595 | 291'297 CHF | 292'373 CHF | 99.47% | 99.47% |
19.11.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 106'000 | 106'000 | 104'329 | 104'329 | 272'945 CHF | 273'989 CHF | 100.00% | 100.00% |
18.11.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 102'000 | 102'000 | 101'503 | 101'503 | 259'127 CHF | 260'142 CHF | 100.00% | 100.00% |
15.11.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 102'000 | 102'000 | 101'237 | 101'237 | 257'558 CHF | 258'570 CHF | 100.00% | 100.00% |
14.11.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 102'000 | 102'000 | 101'976 | 101'976 | 262'029 CHF | 263'049 CHF | 99.34% | 99.34% |
13.11.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 104'000 | 104'000 | 102'066 | 102'066 | 261'848 CHF | 262'868 CHF | 100.00% | 100.00% |
12.11.2024 | 0.41% | 2.53 CHF | 2.54 CHF | 102'000 | 102'000 | 97'893 | 97'893 | 242'651 CHF | 243'632 CHF | 100.00% | 100.00% |
11.11.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 100'000 | 100'000 | 99'372 | 99'372 | 247'881 CHF | 248'874 CHF | 99.24% | 99.24% |
08.11.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 100'000 | 100'000 | 99'272 | 99'272 | 247'706 CHF | 248'699 CHF | 100.00% | 100.00% |
07.11.2024 | 0.40% | 2.43 CHF | 2.44 CHF | 96'000 | 96'000 | 97'353 | 97'353 | 240'277 CHF | 241'251 CHF | 99.40% | 99.40% |