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 | 1.04% | 1.87 CHF | 1.88 CHF | 126'000 | 126'000 | 44'343 | 44'343 | 79'425 CHF | 80'036 CHF | 99.78% | 99.78% |
19.11.2024 | 1.04% | 1.71 CHF | 1.72 CHF | 130'000 | 130'000 | 45'125 | 45'125 | 76'718 CHF | 77'338 CHF | 100.00% | 100.00% |
18.11.2024 | 1.01% | 1.75 CHF | 1.76 CHF | 128'000 | 128'000 | 44'543 | 44'543 | 78'686 CHF | 79'299 CHF | 99.90% | 99.90% |
15.11.2024 | 0.98% | 1.79 CHF | 1.80 CHF | 128'000 | 128'000 | 43'876 | 43'876 | 80'063 CHF | 80'664 CHF | 100.00% | 100.00% |
14.11.2024 | 0.98% | 1.93 CHF | 1.94 CHF | 124'000 | 124'000 | 42'400 | 42'400 | 79'527 CHF | 80'103 CHF | 100.00% | 100.00% |
13.11.2024 | 0.99% | 1.83 CHF | 1.84 CHF | 126'000 | 126'000 | 44'148 | 44'148 | 80'579 CHF | 81'187 CHF | 100.00% | 100.00% |
12.11.2024 | 0.95% | 1.85 CHF | 1.86 CHF | 126'000 | 126'000 | 43'800 | 43'800 | 81'738 CHF | 82'338 CHF | 100.00% | 100.00% |
11.11.2024 | 0.94% | 2.00 CHF | 2.01 CHF | 124'000 | 124'000 | 43'142 | 43'142 | 84'004 CHF | 84'595 CHF | 99.77% | 99.77% |
08.11.2024 | 1.52% | 1.94 CHF | 1.95 CHF | 126'000 | 126'000 | 35'280 | 35'280 | 66'277 CHF | 66'821 CHF | 99.21% | 99.21% |
07.11.2024 | 0.82% | 2.29 CHF | 2.30 CHF | 118'000 | 118'000 | 41'180 | 41'180 | 92'520 CHF | 93'085 CHF | 99.85% | 99.85% |