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 | 1.03% | 1.05 CHF | 1.06 CHF | 165'000 | 165'000 | 72'208 | 72'208 | 72'028 CHF | 72'752 CHF | 99.57% | 99.57% |
19.11.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 160'000 | 160'000 | 71'488 | 71'488 | 72'506 CHF | 73'234 CHF | 99.20% | 99.20% |
18.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 170'000 | 170'000 | 75'914 | 75'914 | 83'274 CHF | 84'035 CHF | 99.90% | 99.90% |
15.11.2024 | 0.94% | 1.13 CHF | 1.14 CHF | 170'000 | 170'000 | 69'357 | 69'357 | 77'387 CHF | 78'082 CHF | 91.93% | 91.93% |
14.11.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 150'000 | 150'000 | 66'104 | 66'104 | 57'211 CHF | 57'880 CHF | 99.72% | 99.72% |
13.11.2024 | 1.05% | 0.90 CHF | 0.91 CHF | 150'000 | 150'000 | 70'322 | 70'322 | 66'543 CHF | 67'248 CHF | 99.93% | 99.93% |
12.11.2024 | 1.07% | 0.96 CHF | 0.97 CHF | 160'000 | 160'000 | 70'294 | 70'294 | 66'878 CHF | 67'583 CHF | 99.89% | 99.89% |
11.11.2024 | 1.36% | 0.94 CHF | 0.95 CHF | 155'000 | 155'000 | 63'859 | 63'859 | 58'535 CHF | 59'230 CHF | 99.90% | 99.90% |
08.11.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 150'000 | 150'000 | 69'292 | 69'292 | 59'953 CHF | 60'648 CHF | 97.37% | 97.37% |
07.11.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 160'000 | 160'000 | 71'183 | 71'183 | 67'763 CHF | 68'476 CHF | 100.00% | 100.00% |