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 | 0.61% | 1.58 CHF | 1.59 CHF | 83'000 | 83'000 | 82'986 | 82'986 | 134'941 CHF | 135'771 CHF | 100.00% | 100.00% |
19.11.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 83'000 | 83'000 | 83'015 | 83'015 | 132'175 CHF | 133'005 CHF | 100.00% | 100.00% |
18.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 81'000 | 81'000 | 81'960 | 81'960 | 137'529 CHF | 138'349 CHF | 100.00% | 100.00% |
15.11.2024 | 0.59% | 1.66 CHF | 1.67 CHF | 83'000 | 83'000 | 81'347 | 81'347 | 138'615 CHF | 139'428 CHF | 100.00% | 100.00% |
14.11.2024 | 0.61% | 1.70 CHF | 1.71 CHF | 81'000 | 81'000 | 82'676 | 82'676 | 134'977 CHF | 135'804 CHF | 100.00% | 100.00% |
13.11.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 83'000 | 83'000 | 84'506 | 84'506 | 128'667 CHF | 129'512 CHF | 100.00% | 100.00% |
12.11.2024 | 0.64% | 1.46 CHF | 1.47 CHF | 85'000 | 85'000 | 83'328 | 83'328 | 129'751 CHF | 130'584 CHF | 99.85% | 99.85% |
11.11.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 81'000 | 81'000 | 81'068 | 81'068 | 138'963 CHF | 139'773 CHF | 99.67% | 99.67% |
08.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 83'000 | 83'000 | 79'156 | 79'156 | 137'849 CHF | 138'661 CHF | 98.78% | 98.78% |
07.11.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 77'000 | 77'000 | 77'268 | 77'268 | 159'500 CHF | 160'273 CHF | 100.00% | 100.00% |