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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.11.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 102'000 | 102'000 | 100'267 | 100'267 | 91'083 CHF | 92'086 CHF | 100.00% | 100.00% |
22.11.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 102'000 | 102'000 | 102'460 | 102'460 | 89'192 CHF | 90'216 CHF | 100.00% | 100.00% |
20.11.2024 | 1.07% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 99'440 | 99'440 | 92'134 CHF | 93'129 CHF | 100.00% | 100.00% |
19.11.2024 | 1.02% | 0.95 CHF | 0.96 CHF | 98'000 | 98'000 | 96'961 | 96'961 | 94'663 CHF | 95'633 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 96'000 | 96'000 | 96'000 | 96'000 | 95'743 CHF | 96'703 CHF | 100.00% | 100.00% |
15.11.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 94'000 | 94'000 | 94'138 | 94'138 | 95'683 CHF | 96'624 CHF | 100.00% | 100.00% |
14.11.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 94'000 | 94'000 | 95'359 | 95'359 | 95'872 CHF | 96'826 CHF | 99.33% | 99.33% |
13.11.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 96'000 | 96'000 | 95'138 | 95'138 | 95'472 CHF | 96'423 CHF | 100.00% | 100.00% |
12.11.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 96'000 | 96'000 | 94'319 | 94'319 | 95'884 CHF | 96'827 CHF | 100.00% | 100.00% |
11.11.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 94'000 | 94'000 | 93'998 | 93'998 | 97'842 CHF | 98'782 CHF | 99.93% | 99.93% |