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 | 0.57% | 1.76 CHF | 1.77 CHF | 12'250 | 12'250 | 12'051 | 12'051 | 21'462 CHF | 21'583 CHF | 99.50% | 99.50% |
19.11.2024 | 0.58% | 1.74 CHF | 1.75 CHF | 12'310 | 12'310 | 12'214 | 12'214 | 21'238 CHF | 21'360 CHF | 97.98% | 97.98% |
18.11.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 12'060 | 12'060 | 11'986 | 11'986 | 21'590 CHF | 21'710 CHF | 99.56% | 99.56% |
15.11.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 12'160 | 12'160 | 12'186 | 12'186 | 21'768 CHF | 21'890 CHF | 70.57% | 70.57% |
14.11.2024 | 0.58% | 1.78 CHF | 1.79 CHF | 12'230 | 12'230 | 12'212 | 12'212 | 21'360 CHF | 21'483 CHF | 99.51% | 99.51% |
13.11.2024 | 0.58% | 1.68 CHF | 1.69 CHF | 12'580 | 12'580 | 12'289 | 12'289 | 21'266 CHF | 21'390 CHF | 99.09% | 99.09% |
12.11.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 12'380 | 12'380 | 12'094 | 12'094 | 21'482 CHF | 21'604 CHF | 99.58% | 99.58% |
11.11.2024 | 0.57% | 1.81 CHF | 1.82 CHF | 12'060 | 12'060 | 12'139 | 12'139 | 21'473 CHF | 21'595 CHF | 99.53% | 99.53% |
08.11.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 12'580 | 12'580 | 12'380 | 12'380 | 21'214 CHF | 21'338 CHF | 99.09% | 99.09% |
07.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 12'150 | 12'150 | 11'943 | 11'943 | 21'841 CHF | 21'961 CHF | 99.55% | 99.55% |