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 | 0.90% | 1.10 CHF | 1.11 CHF | 68'100 | 68'100 | 67'819 | 67'819 | 74'796 CHF | 75'475 CHF | 100.00% | 100.00% |
19.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 67'700 | 67'700 | 67'421 | 67'421 | 75'368 CHF | 76'042 CHF | 99.89% | 99.89% |
18.11.2024 | 0.82% | 1.14 CHF | 1.15 CHF | 63'000 | 63'000 | 62'311 | 62'311 | 75'269 CHF | 75'892 CHF | 100.00% | 100.00% |
15.11.2024 | 0.76% | 1.27 CHF | 1.28 CHF | 56'100 | 56'100 | 55'869 | 55'869 | 73'301 CHF | 73'859 CHF | 100.00% | 100.00% |
14.11.2024 | 0.69% | 1.39 CHF | 1.40 CHF | 50'200 | 50'200 | 49'628 | 49'628 | 71'788 CHF | 72'284 CHF | 99.45% | 99.45% |
13.11.2024 | 0.65% | 1.58 CHF | 1.59 CHF | 48'500 | 48'500 | 48'300 | 48'300 | 74'506 CHF | 74'989 CHF | 100.00% | 100.00% |
12.11.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 47'200 | 47'200 | 47'006 | 47'006 | 74'358 CHF | 74'828 CHF | 99.91% | 99.91% |
11.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 48'500 | 48'500 | 48'300 | 48'300 | 79'320 CHF | 79'803 CHF | 100.00% | 100.00% |
08.11.2024 | 0.62% | 1.57 CHF | 1.58 CHF | 48'000 | 48'000 | 47'800 | 47'800 | 77'347 CHF | 77'825 CHF | 98.94% | 98.94% |
07.11.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 49'700 | 49'700 | 49'495 | 49'495 | 81'426 CHF | 81'921 CHF | 100.00% | 100.00% |