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 | 1.06% | 1.85 CHF | 1.87 CHF | 33'900 | 33'900 | 33'411 | 33'411 | 63'381 CHF | 64'050 CHF | 100.00% | 100.00% |
19.11.2024 | 1.08% | 1.86 CHF | 1.88 CHF | 33'900 | 33'900 | 33'557 | 33'557 | 62'555 CHF | 63'227 CHF | 98.94% | 98.94% |
18.11.2024 | 1.03% | 1.97 CHF | 1.99 CHF | 33'400 | 33'400 | 33'211 | 33'211 | 64'674 CHF | 65'339 CHF | 100.00% | 100.00% |
15.11.2024 | 1.01% | 1.93 CHF | 1.95 CHF | 33'600 | 33'600 | 33'466 | 33'466 | 66'039 CHF | 66'708 CHF | 72.18% | 72.18% |
14.11.2024 | 1.06% | 1.97 CHF | 1.99 CHF | 33'500 | 33'500 | 33'502 | 33'502 | 63'735 CHF | 64'406 CHF | 100.00% | 100.00% |
13.11.2024 | 1.12% | 1.83 CHF | 1.85 CHF | 34'200 | 34'200 | 34'119 | 34'119 | 61'317 CHF | 62'000 CHF | 99.31% | 99.31% |
12.11.2024 | 1.10% | 1.73 CHF | 1.75 CHF | 34'800 | 34'800 | 33'910 | 33'910 | 62'032 CHF | 62'711 CHF | 100.00% | 100.00% |
11.11.2024 | 1.01% | 1.97 CHF | 1.99 CHF | 33'500 | 33'500 | 33'102 | 33'102 | 65'620 CHF | 66'283 CHF | 100.00% | 100.00% |
08.11.2024 | 1.00% | 1.93 CHF | 1.95 CHF | 33'700 | 33'700 | 33'023 | 33'023 | 66'371 CHF | 67'032 CHF | 100.00% | 100.00% |
07.11.2024 | 0.87% | 2.32 CHF | 2.34 CHF | 31'800 | 31'800 | 31'537 | 31'537 | 73'188 CHF | 73'819 CHF | 100.00% | 100.00% |