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 | 0.63% | 1.56 CHF | 1.57 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 110'364 CHF | 111'064 CHF | 99.48% | 99.48% |
19.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 70'000 | 70'000 | 70'661 | 70'661 | 109'884 CHF | 110'591 CHF | 100.00% | 100.00% |
18.11.2024 | 0.63% | 1.60 CHF | 1.61 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 111'468 CHF | 112'168 CHF | 99.89% | 99.89% |
15.11.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 110'646 CHF | 111'346 CHF | 100.00% | 100.00% |
14.11.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 70'000 | 70'000 | 73'270 | 73'270 | 111'959 CHF | 112'691 CHF | 98.55% | 98.55% |
13.11.2024 | 0.65% | 1.50 CHF | 1.51 CHF | 75'000 | 75'000 | 72'830 | 72'830 | 111'335 CHF | 112'063 CHF | 100.00% | 100.00% |
12.11.2024 | 0.63% | 1.55 CHF | 1.56 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 110'740 CHF | 111'440 CHF | 99.88% | 99.88% |
11.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 112'745 CHF | 113'445 CHF | 100.00% | 100.00% |
08.11.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 110'995 CHF | 111'695 CHF | 99.04% | 99.04% |
07.11.2024 | 0.61% | 1.60 CHF | 1.61 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 114'232 CHF | 114'932 CHF | 100.00% | 100.00% |