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 | 0.98% | 1.01 CHF | 1.02 CHF | 61'500 | 61'500 | 61'710 | 61'710 | 62'636 CHF | 63'253 CHF | 100.00% | 100.00% |
19.11.2024 | 1.02% | 1.01 CHF | 1.02 CHF | 61'700 | 61'700 | 62'910 | 62'910 | 61'420 CHF | 62'049 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 61'700 | 61'700 | 62'106 | 62'106 | 61'798 CHF | 62'419 CHF | 100.00% | 100.00% |
15.11.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 60'500 | 60'500 | 60'500 | 60'500 | 62'381 CHF | 62'986 CHF | 100.00% | 100.00% |
14.11.2024 | 0.99% | 1.05 CHF | 1.06 CHF | 63'400 | 63'400 | 63'939 | 63'939 | 64'317 CHF | 64'956 CHF | 100.00% | 100.00% |
13.11.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 64'000 | 64'000 | 63'558 | 63'558 | 62'350 CHF | 62'986 CHF | 100.00% | 100.00% |
12.11.2024 | 0.98% | 0.99 CHF | 1.00 CHF | 60'400 | 60'400 | 59'354 | 59'354 | 60'160 CHF | 60'753 CHF | 99.86% | 99.86% |
11.11.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 59'300 | 59'300 | 59'129 | 59'129 | 64'079 CHF | 64'670 CHF | 99.66% | 99.66% |
08.11.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 59'200 | 59'200 | 59'139 | 59'139 | 63'567 CHF | 64'158 CHF | 99.45% | 99.45% |
07.11.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 59'300 | 59'300 | 58'688 | 58'688 | 63'196 CHF | 63'783 CHF | 100.00% | 100.00% |