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 | 1.91% | 0.52 CHF | 0.53 CHF | 129'100 | 129'100 | 129'100 | 129'100 | 66'945 CHF | 68'236 CHF | 100.00% | 100.00% |
19.11.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 134'200 | 134'200 | 131'582 | 131'582 | 59'253 CHF | 60'569 CHF | 99.89% | 99.89% |
18.11.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 126'800 | 126'800 | 127'264 | 127'264 | 60'406 CHF | 61'679 CHF | 100.00% | 100.00% |
15.11.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 124'900 | 124'900 | 124'900 | 124'900 | 58'916 CHF | 60'165 CHF | 100.00% | 100.00% |
14.11.2024 | 2.19% | 0.48 CHF | 0.49 CHF | 125'200 | 125'200 | 127'658 | 127'658 | 57'694 CHF | 58'970 CHF | 100.00% | 100.00% |
13.11.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 128'000 | 128'000 | 128'000 | 128'000 | 60'798 CHF | 62'078 CHF | 100.00% | 100.00% |
12.11.2024 | 2.03% | 0.47 CHF | 0.48 CHF | 117'300 | 117'300 | 117'300 | 117'300 | 57'302 CHF | 58'475 CHF | 99.92% | 99.92% |
11.11.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 115'000 | 115'000 | 115'000 | 115'000 | 61'500 CHF | 62'650 CHF | 100.00% | 100.00% |
08.11.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 94'600 | 94'600 | 94'600 | 94'600 | 49'801 CHF | 50'747 CHF | 98.94% | 98.94% |
07.11.2024 | 1.56% | 0.66 CHF | 0.67 CHF | 116'500 | 116'500 | 116'500 | 116'500 | 74'199 CHF | 75'364 CHF | 100.00% | 100.00% |