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 | 0.45% | 2.34 CHF | 2.37 CHF | 17'000 | 17'000 | 106'235 | 106'235 | 252'752 CHF | 253'825 CHF | 98.90% | 98.90% |
19.11.2024 | 0.42% | 2.42 CHF | 2.45 CHF | 17'000 | 17'000 | 109'989 | 109'989 | 277'133 CHF | 278'244 CHF | 98.75% | 98.75% |
18.11.2024 | 0.42% | 2.54 CHF | 2.57 CHF | 18'000 | 18'000 | 109'137 | 109'137 | 276'492 CHF | 277'594 CHF | 98.94% | 98.94% |
15.11.2024 | 0.43% | 2.48 CHF | 2.51 CHF | 17'000 | 17'000 | 106'821 | 106'821 | 261'324 CHF | 262'403 CHF | 98.94% | 98.94% |
14.11.2024 | 0.47% | 2.26 CHF | 2.29 CHF | 16'000 | 16'000 | 103'250 | 103'250 | 233'009 CHF | 234'051 CHF | 98.85% | 98.85% |
13.11.2024 | 0.46% | 2.21 CHF | 2.24 CHF | 16'000 | 16'000 | 103'244 | 103'244 | 236'102 CHF | 237'145 CHF | 98.87% | 98.87% |
12.11.2024 | 0.47% | 2.28 CHF | 2.31 CHF | 16'000 | 16'000 | 103'312 | 103'312 | 235'147 CHF | 236'190 CHF | 98.77% | 98.77% |
11.11.2024 | 0.48% | 2.14 CHF | 2.17 CHF | 16'000 | 16'000 | 101'255 | 101'255 | 222'614 CHF | 223'637 CHF | 98.90% | 98.90% |
08.11.2024 | 0.46% | 2.29 CHF | 2.32 CHF | 16'000 | 16'000 | 104'247 | 104'247 | 243'065 CHF | 244'118 CHF | 97.83% | 97.83% |
07.11.2024 | 0.44% | 2.38 CHF | 2.41 CHF | 17'000 | 17'000 | 104'751 | 104'751 | 250'365 CHF | 251'422 CHF | 98.90% | 98.90% |