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 | 0.36% | 2.83 CHF | 2.84 CHF | 110'000 | 110'000 | 107'595 | 107'595 | 301'700 CHF | 302'776 CHF | 99.47% | 99.47% |
19.11.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 106'000 | 106'000 | 104'329 | 104'329 | 283'015 CHF | 284'058 CHF | 100.00% | 100.00% |
18.11.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 102'000 | 102'000 | 101'503 | 101'503 | 268'883 CHF | 269'898 CHF | 100.00% | 100.00% |
15.11.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 102'000 | 102'000 | 101'238 | 101'238 | 267'391 CHF | 268'403 CHF | 100.00% | 100.00% |
14.11.2024 | 0.37% | 2.64 CHF | 2.65 CHF | 102'000 | 102'000 | 101'976 | 101'976 | 271'920 CHF | 272'940 CHF | 99.39% | 99.39% |
13.11.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 104'000 | 104'000 | 102'066 | 102'066 | 271'712 CHF | 272'733 CHF | 100.00% | 100.00% |
12.11.2024 | 0.40% | 2.63 CHF | 2.64 CHF | 102'000 | 102'000 | 97'893 | 97'893 | 252'100 CHF | 253'081 CHF | 100.00% | 100.00% |
11.11.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 100'000 | 100'000 | 99'372 | 99'372 | 257'562 CHF | 258'556 CHF | 99.24% | 99.24% |
08.11.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 100'000 | 100'000 | 99'273 | 99'273 | 257'334 CHF | 258'327 CHF | 100.00% | 100.00% |
07.11.2024 | 0.39% | 2.53 CHF | 2.54 CHF | 96'000 | 96'000 | 97'353 | 97'353 | 249'757 CHF | 250'731 CHF | 99.40% | 99.40% |