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 | 0.67% | 1.50 CHF | 1.51 CHF | 375'000 | 375'000 | 203'540 | 203'540 | 310'430 CHF | 312'472 CHF | 99.89% | 99.89% |
19.11.2024 | 0.67% | 1.55 CHF | 1.56 CHF | 370'000 | 370'000 | 204'952 | 204'952 | 312'468 CHF | 314'521 CHF | 100.00% | 100.00% |
18.11.2024 | 0.68% | 1.54 CHF | 1.55 CHF | 370'000 | 370'000 | 205'052 | 205'052 | 308'479 CHF | 310'535 CHF | 99.89% | 99.89% |
15.11.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 375'000 | 375'000 | 205'823 | 205'823 | 308'397 CHF | 310'459 CHF | 99.90% | 99.90% |
14.11.2024 | 0.68% | 1.51 CHF | 1.52 CHF | 375'000 | 375'000 | 206'086 | 206'086 | 307'350 CHF | 309'415 CHF | 99.27% | 99.27% |
13.11.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 380'000 | 380'000 | 208'578 | 208'578 | 303'405 CHF | 305'495 CHF | 100.00% | 100.00% |
12.11.2024 | 0.70% | 1.48 CHF | 1.49 CHF | 380'000 | 380'000 | 208'780 | 208'780 | 304'864 CHF | 306'956 CHF | 99.58% | 99.58% |
11.11.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 380'000 | 380'000 | 207'187 | 207'187 | 305'733 CHF | 307'809 CHF | 99.66% | 99.66% |
08.11.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 380'000 | 380'000 | 207'228 | 207'228 | 312'571 CHF | 314'647 CHF | 97.06% | 97.06% |
07.11.2024 | 0.70% | 1.48 CHF | 1.49 CHF | 380'000 | 380'000 | 210'300 | 210'300 | 305'565 CHF | 307'672 CHF | 100.00% | 100.00% |