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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.11.2024 | 0.69% | 1.50 CHF | 1.51 CHF | 52'000 | 52'000 | 28'433 | 28'433 | 42'894 CHF | 43'181 CHF | 100.00% | 100.00% |
25.11.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 52'000 | 52'000 | 28'418 | 28'418 | 43'467 CHF | 43'754 CHF | 98.28% | 98.28% |
22.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 48'000 | 48'000 | 26'778 | 26'778 | 44'376 CHF | 44'644 CHF | 99.53% | 99.53% |
20.11.2024 | 0.68% | 1.56 CHF | 1.57 CHF | 52'000 | 52'000 | 28'613 | 28'613 | 43'446 CHF | 43'733 CHF | 99.90% | 99.90% |
19.11.2024 | 0.69% | 1.49 CHF | 1.50 CHF | 52'000 | 52'000 | 28'701 | 28'701 | 42'361 CHF | 42'649 CHF | 98.91% | 98.91% |
18.11.2024 | 0.74% | 1.40 CHF | 1.41 CHF | 52'000 | 52'000 | 28'599 | 28'599 | 39'400 CHF | 39'687 CHF | 99.59% | 99.59% |
15.11.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 52'000 | 52'000 | 28'569 | 28'569 | 38'386 CHF | 38'673 CHF | 99.89% | 99.89% |
14.11.2024 | 0.79% | 1.36 CHF | 1.37 CHF | 52'000 | 52'000 | 29'300 | 29'300 | 38'193 CHF | 38'486 CHF | 98.84% | 98.84% |
13.11.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 52'000 | 52'000 | 28'652 | 28'652 | 39'539 CHF | 39'826 CHF | 100.00% | 100.00% |
12.11.2024 | 0.74% | 1.39 CHF | 1.40 CHF | 52'000 | 52'000 | 26'705 | 26'705 | 36'978 CHF | 37'246 CHF | 100.00% | 100.00% |