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 | 0.93% | 1.05 CHF | 1.06 CHF | 46'000 | 46'000 | 45'148 | 45'148 | 48'479 CHF | 48'930 CHF | 99.44% | 99.44% |
19.11.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 45'000 | 45'000 | 45'009 | 45'009 | 48'519 CHF | 48'969 CHF | 100.00% | 100.00% |
18.11.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 45'000 | 45'000 | 45'369 | 45'369 | 48'095 CHF | 48'548 CHF | 99.88% | 99.88% |
15.11.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 46'000 | 46'000 | 46'000 | 46'000 | 47'585 CHF | 48'045 CHF | 100.00% | 100.00% |
14.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 45'000 | 45'000 | 45'984 | 45'984 | 47'935 CHF | 48'395 CHF | 98.60% | 98.60% |
13.11.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 46'000 | 46'000 | 45'993 | 45'993 | 47'574 CHF | 48'034 CHF | 100.00% | 100.00% |
12.11.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 48'953 CHF | 49'403 CHF | 99.90% | 99.90% |
11.11.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 45'000 | 45'000 | 44'327 | 44'327 | 50'543 CHF | 50'987 CHF | 100.00% | 100.00% |
08.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 44'000 | 44'000 | 44'042 | 44'042 | 50'382 CHF | 50'822 CHF | 98.30% | 98.30% |
07.11.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 44'000 | 44'000 | 44'000 | 44'000 | 51'081 CHF | 51'521 CHF | 100.00% | 100.00% |