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 | 0.95% | 2.09 CHF | 2.11 CHF | 39'000 | 39'000 | 39'000 | 39'000 | 81'684 CHF | 82'464 CHF | 100.00% | 100.00% |
19.11.2024 | 0.94% | 2.10 CHF | 2.12 CHF | 39'000 | 39'000 | 39'011 | 39'011 | 83'012 CHF | 83'792 CHF | 100.00% | 100.00% |
18.11.2024 | 0.89% | 2.21 CHF | 2.23 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 89'238 CHF | 90'038 CHF | 100.00% | 100.00% |
15.11.2024 | 0.89% | 2.27 CHF | 2.29 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 89'867 CHF | 90'667 CHF | 100.00% | 100.00% |
14.11.2024 | 0.93% | 2.12 CHF | 2.14 CHF | 39'000 | 39'000 | 39'008 | 39'008 | 83'639 CHF | 84'419 CHF | 100.00% | 100.00% |
13.11.2024 | 2.46% | 2.18 CHF | 2.20 CHF | 40'000 | 40'000 | 19'791 | 19'791 | 42'884 CHF | 43'731 CHF | 100.00% | 100.00% |
12.11.2024 | 0.99% | 2.04 CHF | 2.06 CHF | 39'000 | 39'000 | 38'998 | 38'998 | 78'196 CHF | 78'976 CHF | 100.00% | 100.00% |
11.11.2024 | 1.04% | 1.92 CHF | 1.94 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 72'524 CHF | 73'284 CHF | 100.00% | 100.00% |
08.11.2024 | 0.99% | 2.03 CHF | 2.05 CHF | 39'000 | 39'000 | 38'846 | 38'846 | 78'169 CHF | 78'946 CHF | 99.18% | 99.18% |
07.11.2024 | 1.00% | 2.02 CHF | 2.04 CHF | 39'000 | 39'000 | 38'631 | 38'631 | 76'736 CHF | 77'509 CHF | 100.00% | 100.00% |