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 | 0.59% | 1.69 CHF | 1.70 CHF | 43'000 | 43'000 | 42'491 | 42'491 | 71'388 CHF | 71'812 CHF | 100.00% | 100.00% |
19.11.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 42'000 | 42'000 | 42'740 | 42'740 | 71'920 CHF | 72'347 CHF | 100.00% | 100.00% |
18.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 42'000 | 42'000 | 41'908 | 41'908 | 68'580 CHF | 68'999 CHF | 100.00% | 100.00% |
15.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 42'000 | 42'000 | 41'303 | 41'303 | 67'098 CHF | 67'511 CHF | 100.00% | 100.00% |
14.11.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 42'000 | 42'000 | 42'134 | 42'134 | 70'046 CHF | 70'468 CHF | 100.00% | 100.00% |
13.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 69'502 CHF | 69'922 CHF | 100.00% | 100.00% |
12.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 42'000 | 42'000 | 41'328 | 41'328 | 67'062 CHF | 67'476 CHF | 99.85% | 99.85% |
11.11.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 40'000 | 40'000 | 39'983 | 39'983 | 60'701 CHF | 61'101 CHF | 99.73% | 99.73% |
08.11.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 40'000 | 40'000 | 39'993 | 39'993 | 61'317 CHF | 61'717 CHF | 100.00% | 100.00% |
07.11.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 39'000 | 39'000 | 38'842 | 38'842 | 56'926 CHF | 57'314 CHF | 99.44% | 99.44% |