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 | 0.42% | 2.46 CHF | 2.49 CHF | 17'000 | 17'000 | 106'235 | 106'235 | 266'429 CHF | 267'502 CHF | 98.90% | 98.90% |
19.11.2024 | 0.40% | 2.55 CHF | 2.58 CHF | 17'000 | 17'000 | 109'990 | 109'990 | 291'273 CHF | 292'383 CHF | 98.74% | 98.74% |
18.11.2024 | 0.40% | 2.67 CHF | 2.70 CHF | 18'000 | 18'000 | 109'137 | 109'137 | 290'568 CHF | 291'670 CHF | 98.94% | 98.94% |
15.11.2024 | 0.41% | 2.61 CHF | 2.64 CHF | 17'000 | 17'000 | 106'822 | 106'822 | 275'136 CHF | 276'215 CHF | 98.94% | 98.94% |
14.11.2024 | 0.44% | 2.39 CHF | 2.42 CHF | 16'000 | 16'000 | 103'250 | 103'250 | 246'327 CHF | 247'369 CHF | 98.85% | 98.85% |
13.11.2024 | 0.44% | 2.34 CHF | 2.37 CHF | 16'000 | 16'000 | 103'244 | 103'244 | 249'452 CHF | 250'494 CHF | 98.87% | 98.87% |
12.11.2024 | 0.44% | 2.41 CHF | 2.44 CHF | 16'000 | 16'000 | 103'312 | 103'312 | 248'470 CHF | 249'513 CHF | 98.76% | 98.76% |
11.11.2024 | 0.46% | 2.27 CHF | 2.30 CHF | 16'000 | 16'000 | 101'255 | 101'255 | 235'701 CHF | 236'723 CHF | 98.90% | 98.90% |
08.11.2024 | 0.43% | 2.42 CHF | 2.45 CHF | 16'000 | 16'000 | 104'245 | 104'245 | 256'560 CHF | 257'613 CHF | 97.79% | 97.79% |
07.11.2024 | 0.42% | 2.51 CHF | 2.54 CHF | 17'000 | 17'000 | 104'751 | 104'751 | 263'980 CHF | 265'038 CHF | 98.90% | 98.90% |