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 | 1.11% | 1.76 CHF | 1.77 CHF | 126'000 | 126'000 | 44'343 | 44'343 | 74'509 CHF | 75'120 CHF | 99.78% | 99.78% |
19.11.2024 | 1.11% | 1.59 CHF | 1.60 CHF | 130'000 | 130'000 | 45'125 | 45'125 | 71'724 CHF | 72'343 CHF | 100.00% | 100.00% |
18.11.2024 | 1.08% | 1.64 CHF | 1.65 CHF | 128'000 | 128'000 | 44'544 | 44'544 | 73'720 CHF | 74'333 CHF | 99.90% | 99.90% |
15.11.2024 | 1.04% | 1.68 CHF | 1.69 CHF | 128'000 | 128'000 | 43'877 | 43'877 | 75'185 CHF | 75'787 CHF | 100.00% | 100.00% |
14.11.2024 | 1.04% | 1.82 CHF | 1.83 CHF | 124'000 | 124'000 | 42'400 | 42'400 | 74'809 CHF | 75'385 CHF | 100.00% | 100.00% |
13.11.2024 | 1.05% | 1.72 CHF | 1.73 CHF | 126'000 | 126'000 | 44'144 | 44'144 | 75'679 CHF | 76'287 CHF | 100.00% | 100.00% |
12.11.2024 | 1.00% | 1.74 CHF | 1.75 CHF | 126'000 | 126'000 | 43'798 | 43'798 | 76'911 CHF | 77'511 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 1.89 CHF | 1.90 CHF | 124'000 | 124'000 | 43'140 | 43'140 | 79'237 CHF | 79'829 CHF | 99.77% | 99.77% |
08.11.2024 | 1.61% | 1.83 CHF | 1.84 CHF | 126'000 | 126'000 | 35'285 | 35'285 | 62'435 CHF | 62'979 CHF | 99.21% | 99.21% |
07.11.2024 | 0.86% | 2.18 CHF | 2.19 CHF | 118'000 | 118'000 | 41'181 | 41'181 | 88'030 CHF | 88'595 CHF | 99.85% | 99.85% |