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 | 0.83% | 1.20 CHF | 1.21 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 105'063 CHF | 105'943 CHF | 100.00% | 100.00% |
19.11.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 103'258 CHF | 104'138 CHF | 100.00% | 100.00% |
18.11.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 103'754 CHF | 104'634 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 103'600 CHF | 104'480 CHF | 100.00% | 100.00% |
14.11.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 102'241 CHF | 103'121 CHF | 100.00% | 100.00% |
13.11.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 101'975 CHF | 102'855 CHF | 100.00% | 100.00% |
12.11.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 104'382 CHF | 105'262 CHF | 100.00% | 100.00% |
11.11.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 84'000 | 84'000 | 84'000 | 84'000 | 101'877 CHF | 102'717 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 105'399 CHF | 106'279 CHF | 99.19% | 99.19% |
07.11.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 88'000 | 88'000 | 85'140 | 85'140 | 102'473 CHF | 103'325 CHF | 100.00% | 100.00% |