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 | 0.48% | 2.17 CHF | 2.20 CHF | 17'000 | 17'000 | 106'235 | 106'235 | 234'791 CHF | 235'863 CHF | 98.90% | 98.90% |
19.11.2024 | 0.45% | 2.25 CHF | 2.28 CHF | 17'000 | 17'000 | 109'988 | 109'988 | 258'570 CHF | 259'680 CHF | 98.71% | 98.71% |
18.11.2024 | 0.45% | 2.37 CHF | 2.40 CHF | 18'000 | 18'000 | 109'138 | 109'138 | 257'990 CHF | 259'092 CHF | 98.94% | 98.94% |
15.11.2024 | 0.47% | 2.31 CHF | 2.34 CHF | 17'000 | 17'000 | 106'822 | 106'822 | 243'177 CHF | 244'256 CHF | 98.94% | 98.94% |
14.11.2024 | 0.51% | 2.09 CHF | 2.12 CHF | 16'000 | 16'000 | 103'250 | 103'250 | 215'495 CHF | 216'537 CHF | 98.85% | 98.85% |
13.11.2024 | 0.50% | 2.04 CHF | 2.07 CHF | 16'000 | 16'000 | 103'244 | 103'244 | 218'579 CHF | 219'622 CHF | 98.87% | 98.87% |
12.11.2024 | 0.50% | 2.12 CHF | 2.15 CHF | 16'000 | 16'000 | 103'311 | 103'311 | 217'619 CHF | 218'662 CHF | 98.73% | 98.73% |
11.11.2024 | 0.52% | 1.97 CHF | 2.00 CHF | 16'000 | 16'000 | 101'255 | 101'255 | 205'410 CHF | 206'433 CHF | 98.90% | 98.90% |
08.11.2024 | 0.49% | 2.12 CHF | 2.15 CHF | 16'000 | 16'000 | 104'247 | 104'247 | 225'316 CHF | 226'369 CHF | 97.80% | 97.80% |
07.11.2024 | 0.48% | 2.20 CHF | 2.23 CHF | 17'000 | 17'000 | 104'750 | 104'750 | 232'469 CHF | 233'527 CHF | 98.90% | 98.90% |