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 | 0.78% | 1.24 CHF | 1.25 CHF | 85'500 | 85'500 | 85'074 | 85'074 | 108'068 CHF | 108'919 CHF | 99.48% | 99.48% |
19.11.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 83'900 | 83'900 | 83'606 | 83'606 | 102'761 CHF | 103'597 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 86'500 | 86'500 | 86'256 | 86'256 | 109'074 CHF | 109'937 CHF | 99.90% | 99.90% |
15.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 88'300 | 88'300 | 88'300 | 88'300 | 108'506 CHF | 109'389 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 91'000 | 91'000 | 91'000 | 91'000 | 107'830 CHF | 108'740 CHF | 98.52% | 98.52% |
13.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 91'800 | 91'800 | 91'800 | 91'800 | 105'396 CHF | 106'314 CHF | 100.00% | 100.00% |
12.11.2024 | 0.83% | 1.14 CHF | 1.15 CHF | 83'500 | 83'500 | 83'500 | 83'500 | 100'501 CHF | 101'336 CHF | 99.88% | 99.88% |
11.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 79'300 | 79'300 | 80'315 | 80'315 | 104'255 CHF | 105'058 CHF | 100.00% | 100.00% |
08.11.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 83'800 | 83'800 | 82'758 | 82'758 | 104'798 CHF | 105'626 CHF | 99.05% | 99.05% |
07.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 75'100 | 75'100 | 75'620 | 75'620 | 98'475 CHF | 99'231 CHF | 100.00% | 100.00% |