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 | 0.25% | 38.20 CHF | 38.30 CHF | 2'800 | 2'800 | 2'768 | 2'768 | 109'930 CHF | 110'207 CHF | 100.00% | 100.00% |
19.11.2024 | 0.26% | 37.65 CHF | 37.75 CHF | 2'600 | 2'600 | 2'600 | 2'600 | 99'167 CHF | 99'427 CHF | 100.00% | 100.00% |
18.11.2024 | 0.24% | 42.00 CHF | 42.10 CHF | 2'600 | 2'600 | 2'600 | 2'600 | 107'101 CHF | 107'361 CHF | 100.00% | 100.00% |
15.11.2024 | 0.24% | 41.35 CHF | 41.45 CHF | 2'600 | 2'600 | 2'600 | 2'600 | 108'812 CHF | 109'072 CHF | 100.00% | 100.00% |
14.11.2024 | 0.25% | 41.10 CHF | 41.20 CHF | 2'700 | 2'700 | 2'742 | 2'742 | 109'521 CHF | 109'795 CHF | 100.00% | 100.00% |
13.11.2024 | 0.26% | 37.95 CHF | 38.05 CHF | 2'800 | 2'800 | 2'800 | 2'800 | 106'172 CHF | 106'452 CHF | 100.00% | 100.00% |
12.11.2024 | 0.25% | 36.15 CHF | 36.25 CHF | 2'400 | 2'400 | 2'398 | 2'398 | 97'271 CHF | 97'510 CHF | 99.85% | 99.85% |
11.11.2024 | 0.21% | 45.80 CHF | 45.90 CHF | 2'300 | 2'300 | 2'300 | 2'300 | 108'133 CHF | 108'363 CHF | 99.69% | 99.69% |
08.11.2024 | 0.21% | 45.70 CHF | 45.80 CHF | 2'100 | 2'100 | 2'100 | 2'100 | 98'050 CHF | 98'260 CHF | 100.00% | 100.00% |
07.11.2024 | 0.19% | 54.10 CHF | 54.20 CHF | 2'200 | 2'200 | 2'200 | 2'200 | 114'183 CHF | 114'403 CHF | 100.00% | 100.00% |