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 | 0.48% | 1.98 CHF | 1.99 CHF | 129'900 | 129'900 | 127'770 | 127'770 | 264'016 CHF | 265'294 CHF | 100.00% | 100.00% |
19.11.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 114'500 | 114'500 | 114'534 | 114'534 | 234'082 CHF | 235'228 CHF | 99.28% | 99.28% |
18.11.2024 | 0.41% | 2.38 CHF | 2.39 CHF | 104'400 | 104'400 | 103'737 | 103'737 | 254'626 CHF | 255'663 CHF | 100.00% | 100.00% |
15.11.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 101'300 | 101'300 | 100'760 | 100'760 | 261'990 CHF | 262'998 CHF | 100.00% | 100.00% |
14.11.2024 | 0.36% | 2.63 CHF | 2.64 CHF | 115'400 | 115'400 | 112'619 | 112'619 | 310'579 CHF | 311'705 CHF | 99.39% | 99.39% |
13.11.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 124'400 | 124'400 | 123'390 | 123'390 | 265'486 CHF | 266'720 CHF | 100.00% | 100.00% |
12.11.2024 | 0.42% | 2.12 CHF | 2.13 CHF | 107'800 | 107'800 | 104'857 | 104'857 | 246'725 CHF | 247'774 CHF | 99.26% | 99.26% |
11.11.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 106'900 | 106'900 | 106'459 | 106'459 | 277'261 CHF | 278'325 CHF | 100.00% | 100.00% |
08.11.2024 | 0.40% | 2.43 CHF | 2.44 CHF | 100'000 | 100'000 | 99'209 | 99'209 | 248'880 CHF | 249'872 CHF | 98.90% | 98.90% |
07.11.2024 | 0.38% | 2.74 CHF | 2.75 CHF | 102'500 | 102'500 | 103'715 | 103'715 | 271'597 CHF | 272'634 CHF | 100.00% | 100.00% |