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 | 0.76% | 1.28 CHF | 1.29 CHF | 305'000 | 305'000 | 299'946 | 299'946 | 393'625 CHF | 396'624 CHF | 100.00% | 100.00% |
19.11.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 300'000 | 300'000 | 300'114 | 300'114 | 391'221 CHF | 394'222 CHF | 99.28% | 99.28% |
18.11.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 290'000 | 290'000 | 288'155 | 288'155 | 418'268 CHF | 421'149 CHF | 100.00% | 100.00% |
15.11.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 285'000 | 285'000 | 283'481 | 283'481 | 426'064 CHF | 428'899 CHF | 100.00% | 100.00% |
14.11.2024 | 0.64% | 1.51 CHF | 1.52 CHF | 285'000 | 285'000 | 278'056 | 278'056 | 434'116 CHF | 436'896 CHF | 99.39% | 99.39% |
13.11.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 300'000 | 300'000 | 297'580 | 297'580 | 395'848 CHF | 398'824 CHF | 100.00% | 100.00% |
12.11.2024 | 0.71% | 1.32 CHF | 1.33 CHF | 300'000 | 300'000 | 291'924 | 291'924 | 407'754 CHF | 410'673 CHF | 99.26% | 99.26% |
11.11.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 285'000 | 285'000 | 283'825 | 283'825 | 421'041 CHF | 423'879 CHF | 100.00% | 100.00% |
08.11.2024 | 0.69% | 1.42 CHF | 1.43 CHF | 290'000 | 290'000 | 287'691 | 287'691 | 416'642 CHF | 419'519 CHF | 98.88% | 98.88% |
07.11.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 280'000 | 280'000 | 283'393 | 283'393 | 420'684 CHF | 423'518 CHF | 100.00% | 100.00% |