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 | 0.53% | 1.84 CHF | 1.85 CHF | 94'000 | 94'000 | 93'115 | 93'115 | 173'824 CHF | 174'755 CHF | 100.00% | 100.00% |
19.11.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 93'000 | 93'000 | 93'520 | 93'520 | 172'710 CHF | 173'646 CHF | 100.00% | 100.00% |
18.11.2024 | 0.53% | 1.93 CHF | 1.94 CHF | 92'000 | 92'000 | 92'629 | 92'629 | 175'165 CHF | 176'092 CHF | 100.00% | 100.00% |
15.11.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 93'000 | 93'000 | 92'597 | 92'597 | 174'099 CHF | 175'025 CHF | 100.00% | 100.00% |
14.11.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 93'000 | 93'000 | 93'649 | 93'649 | 171'233 CHF | 172'169 CHF | 99.33% | 99.33% |
13.11.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 96'000 | 96'000 | 95'676 | 95'676 | 163'648 CHF | 164'605 CHF | 100.00% | 100.00% |
12.11.2024 | 0.56% | 1.69 CHF | 1.70 CHF | 96'000 | 96'000 | 94'583 | 94'583 | 168'170 CHF | 169'116 CHF | 100.00% | 100.00% |
11.11.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 93'000 | 93'000 | 93'007 | 93'007 | 172'505 CHF | 173'435 CHF | 99.93% | 99.93% |
08.11.2024 | 0.53% | 1.82 CHF | 1.83 CHF | 94'000 | 94'000 | 92'901 | 92'901 | 173'743 CHF | 174'672 CHF | 100.00% | 100.00% |
07.11.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 91'000 | 91'000 | 91'390 | 91'390 | 176'878 CHF | 177'792 CHF | 100.00% | 100.00% |