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 | 0.40% | 2.59 CHF | 2.62 CHF | 17'000 | 17'000 | 106'235 | 106'235 | 280'113 CHF | 281'186 CHF | 98.90% | 98.90% |
19.11.2024 | 0.38% | 2.68 CHF | 2.71 CHF | 17'000 | 17'000 | 109'989 | 109'989 | 305'392 CHF | 306'503 CHF | 98.73% | 98.73% |
18.11.2024 | 0.38% | 2.80 CHF | 2.83 CHF | 18'000 | 18'000 | 109'137 | 109'137 | 304'652 CHF | 305'754 CHF | 98.94% | 98.94% |
15.11.2024 | 0.39% | 2.74 CHF | 2.77 CHF | 17'000 | 17'000 | 106'822 | 106'822 | 288'930 CHF | 290'009 CHF | 98.94% | 98.94% |
14.11.2024 | 0.42% | 2.52 CHF | 2.55 CHF | 16'000 | 16'000 | 103'250 | 103'250 | 259'632 CHF | 260'675 CHF | 98.85% | 98.85% |
13.11.2024 | 0.42% | 2.47 CHF | 2.50 CHF | 16'000 | 16'000 | 103'244 | 103'244 | 262'793 CHF | 263'835 CHF | 98.87% | 98.87% |
12.11.2024 | 0.42% | 2.54 CHF | 2.57 CHF | 16'000 | 16'000 | 103'312 | 103'312 | 261'764 CHF | 262'807 CHF | 98.74% | 98.74% |
11.11.2024 | 0.43% | 2.40 CHF | 2.43 CHF | 16'000 | 16'000 | 101'255 | 101'255 | 248'762 CHF | 249'784 CHF | 98.90% | 98.90% |
08.11.2024 | 0.41% | 2.55 CHF | 2.58 CHF | 16'000 | 16'000 | 104'245 | 104'245 | 270'054 CHF | 271'107 CHF | 97.77% | 97.77% |
07.11.2024 | 0.40% | 2.63 CHF | 2.66 CHF | 17'000 | 17'000 | 104'752 | 104'752 | 277'594 CHF | 278'652 CHF | 98.90% | 98.90% |