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 | 1.07% | 0.92 CHF | 0.93 CHF | 106'000 | 106'000 | 106'000 | 106'000 | 98'773 CHF | 99'833 CHF | 100.00% | 100.00% |
19.11.2024 | 1.04% | 0.93 CHF | 0.94 CHF | 106'000 | 106'000 | 104'754 | 104'754 | 100'300 CHF | 101'348 CHF | 99.86% | 99.86% |
18.11.2024 | 1.07% | 0.99 CHF | 1.00 CHF | 104'000 | 104'000 | 105'687 | 105'687 | 98'322 CHF | 99'379 CHF | 100.00% | 100.00% |
15.11.2024 | 1.07% | 0.90 CHF | 0.91 CHF | 106'000 | 106'000 | 106'132 | 106'132 | 98'380 CHF | 99'442 CHF | 100.00% | 100.00% |
14.11.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 104'000 | 104'000 | 105'393 | 105'393 | 100'767 CHF | 101'821 CHF | 100.00% | 100.00% |
13.11.2024 | 1.10% | 1.03 CHF | 1.04 CHF | 104'000 | 104'000 | 106'602 | 106'602 | 96'506 CHF | 97'572 CHF | 100.00% | 100.00% |
12.11.2024 | 0.85% | 1.02 CHF | 1.03 CHF | 104'000 | 104'000 | 99'989 | 99'989 | 117'456 CHF | 118'456 CHF | 99.88% | 99.88% |
11.11.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 98'000 | 98'000 | 98'000 | 98'000 | 122'676 CHF | 123'656 CHF | 100.00% | 100.00% |
08.11.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 98'000 | 98'000 | 99'560 | 99'560 | 118'821 CHF | 119'816 CHF | 98.89% | 98.89% |
07.11.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 100'000 | 100'000 | 98'245 | 98'245 | 118'963 CHF | 119'946 CHF | 100.00% | 100.00% |