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 | 0.46% | 2.24 CHF | 2.25 CHF | 124'000 | 124'000 | 55'094 | 55'094 | 122'126 CHF | 122'678 CHF | 99.90% | 99.90% |
19.11.2024 | 0.47% | 2.19 CHF | 2.20 CHF | 122'000 | 122'000 | 53'233 | 53'233 | 115'837 CHF | 116'370 CHF | 100.00% | 100.00% |
18.11.2024 | 0.74% | 2.18 CHF | 2.19 CHF | 122'000 | 122'000 | 53'569 | 53'569 | 113'922 CHF | 114'615 CHF | 99.90% | 99.90% |
15.11.2024 | 0.74% | 2.10 CHF | 2.11 CHF | 118'000 | 118'000 | 47'070 | 47'070 | 98'474 CHF | 99'042 CHF | 99.45% | 99.45% |
14.11.2024 | 0.74% | 2.09 CHF | 2.10 CHF | 118'000 | 118'000 | 53'075 | 53'075 | 111'159 CHF | 111'848 CHF | 100.00% | 100.00% |
13.11.2024 | 0.75% | 2.08 CHF | 2.09 CHF | 118'000 | 118'000 | 53'082 | 53'082 | 109'853 CHF | 110'542 CHF | 100.00% | 100.00% |
12.11.2024 | 0.74% | 2.07 CHF | 2.08 CHF | 118'000 | 118'000 | 53'100 | 53'100 | 110'148 CHF | 110'838 CHF | 99.85% | 99.85% |
11.11.2024 | 0.74% | 2.07 CHF | 2.08 CHF | 118'000 | 118'000 | 53'076 | 53'076 | 110'157 CHF | 110'847 CHF | 99.55% | 99.55% |
08.11.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 120'000 | 120'000 | 54'194 | 54'194 | 112'890 CHF | 113'433 CHF | 99.47% | 99.47% |
07.11.2024 | 0.55% | 2.08 CHF | 2.09 CHF | 120'000 | 120'000 | 52'349 | 52'349 | 108'968 CHF | 109'518 CHF | 99.90% | 99.90% |