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 | 0.44% | 2.14 CHF | 2.15 CHF | 88'000 | 88'000 | 39'017 | 39'017 | 89'010 CHF | 89'401 CHF | 99.90% | 99.90% |
19.11.2024 | 0.47% | 2.32 CHF | 2.33 CHF | 96'700 | 96'700 | 43'389 | 43'389 | 94'751 CHF | 95'185 CHF | 100.00% | 100.00% |
18.11.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 92'200 | 92'200 | 41'090 | 41'090 | 97'803 CHF | 98'215 CHF | 99.90% | 99.90% |
15.11.2024 | 0.59% | 2.48 CHF | 2.49 CHF | 63'900 | 63'900 | 27'575 | 27'575 | 79'544 CHF | 79'959 CHF | 99.69% | 99.69% |
14.11.2024 | 0.55% | 3.41 CHF | 3.43 CHF | 56'200 | 56'200 | 24'473 | 24'473 | 89'148 CHF | 89'639 CHF | 99.54% | 99.54% |
13.11.2024 | 0.58% | 3.45 CHF | 3.46 CHF | 65'600 | 65'600 | 29'506 | 29'506 | 94'618 CHF | 95'065 CHF | 99.74% | 99.74% |
12.11.2024 | 0.62% | 2.83 CHF | 2.84 CHF | 71'900 | 71'900 | 32'099 | 32'099 | 92'907 CHF | 93'393 CHF | 100.00% | 100.00% |
11.11.2024 | 0.58% | 2.90 CHF | 2.91 CHF | 68'400 | 68'400 | 30'330 | 30'330 | 91'754 CHF | 92'212 CHF | 100.00% | 100.00% |
08.11.2024 | 0.57% | 3.09 CHF | 3.10 CHF | 64'000 | 64'000 | 28'562 | 28'562 | 89'301 CHF | 89'733 CHF | 100.00% | 100.00% |
07.11.2024 | 0.61% | 3.29 CHF | 3.30 CHF | 70'200 | 70'200 | 31'383 | 31'383 | 96'759 CHF | 97'233 CHF | 99.33% | 99.33% |