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 | 0.89% | 1.11 CHF | 1.12 CHF | 106'000 | 106'000 | 106'000 | 106'000 | 118'207 CHF | 119'267 CHF | 100.00% | 100.00% |
19.11.2024 | 0.87% | 1.11 CHF | 1.12 CHF | 106'000 | 106'000 | 104'754 | 104'754 | 119'474 CHF | 120'521 CHF | 99.88% | 99.88% |
18.11.2024 | 0.89% | 1.17 CHF | 1.18 CHF | 104'000 | 104'000 | 105'687 | 105'687 | 117'641 CHF | 118'698 CHF | 100.00% | 100.00% |
15.11.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 106'000 | 106'000 | 106'132 | 106'132 | 117'908 CHF | 118'969 CHF | 100.00% | 100.00% |
14.11.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 104'000 | 104'000 | 105'394 | 105'394 | 120'157 CHF | 121'211 CHF | 100.00% | 100.00% |
13.11.2024 | 0.92% | 1.21 CHF | 1.22 CHF | 104'000 | 104'000 | 106'602 | 106'602 | 116'040 CHF | 117'106 CHF | 100.00% | 100.00% |
12.11.2024 | 0.74% | 1.20 CHF | 1.21 CHF | 104'000 | 104'000 | 99'984 | 99'984 | 135'493 CHF | 136'493 CHF | 99.80% | 99.80% |
11.11.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 98'000 | 98'000 | 98'000 | 98'000 | 140'256 CHF | 141'236 CHF | 100.00% | 100.00% |
08.11.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 98'000 | 98'000 | 99'560 | 99'560 | 136'701 CHF | 137'697 CHF | 98.93% | 98.93% |
07.11.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 100'000 | 100'000 | 98'245 | 98'245 | 136'636 CHF | 137'618 CHF | 100.00% | 100.00% |