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 | 1.77% | 0.55 CHF | 0.56 CHF | 55'000 | 55'000 | 54'034 | 54'034 | 30'562 CHF | 31'103 CHF | 100.00% | 100.00% |
19.11.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 55'000 | 55'000 | 53'928 | 53'928 | 30'681 CHF | 31'221 CHF | 98.71% | 98.71% |
18.11.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 54'000 | 54'000 | 53'491 | 53'491 | 32'179 CHF | 32'715 CHF | 100.00% | 100.00% |
15.11.2024 | 1.57% | 0.61 CHF | 0.62 CHF | 54'000 | 54'000 | 54'000 | 54'000 | 34'028 CHF | 34'568 CHF | 71.51% | 71.51% |
14.11.2024 | 1.59% | 0.65 CHF | 0.66 CHF | 54'000 | 54'000 | 53'490 | 53'490 | 33'800 CHF | 34'335 CHF | 100.00% | 100.00% |
13.11.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 54'000 | 54'000 | 53'491 | 53'491 | 32'756 CHF | 33'292 CHF | 99.31% | 99.31% |
12.11.2024 | 1.58% | 0.61 CHF | 0.62 CHF | 54'000 | 54'000 | 53'494 | 53'494 | 33'947 CHF | 34'482 CHF | 100.00% | 100.00% |
11.11.2024 | 1.47% | 0.70 CHF | 0.71 CHF | 53'000 | 53'000 | 53'171 | 53'171 | 36'171 CHF | 36'703 CHF | 100.00% | 100.00% |
08.11.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 54'000 | 54'000 | 53'459 | 53'459 | 36'349 CHF | 36'884 CHF | 100.00% | 100.00% |
07.11.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 53'000 | 53'000 | 52'790 | 52'790 | 38'521 CHF | 39'050 CHF | 100.00% | 100.00% |