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 | 0.56% | 1.73 CHF | 1.74 CHF | 160'000 | 160'000 | 159'677 | 159'677 | 281'835 CHF | 283'432 CHF | 99.30% | 99.30% |
19.11.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 164'000 | 164'000 | 162'722 | 162'722 | 278'694 CHF | 280'321 CHF | 99.00% | 99.00% |
18.11.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 160'000 | 160'000 | 159'338 | 159'338 | 285'078 CHF | 286'671 CHF | 99.61% | 99.61% |
15.11.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 160'000 | 160'000 | 159'340 | 159'340 | 282'361 CHF | 283'955 CHF | 100.00% | 100.00% |
14.11.2024 | 0.58% | 1.76 CHF | 1.77 CHF | 160'000 | 160'000 | 161'296 | 161'296 | 278'255 CHF | 279'868 CHF | 98.49% | 98.49% |
13.11.2024 | 0.59% | 1.64 CHF | 1.65 CHF | 164'000 | 164'000 | 162'907 | 162'907 | 276'950 CHF | 278'579 CHF | 99.90% | 99.90% |
12.11.2024 | 0.57% | 1.71 CHF | 1.72 CHF | 164'000 | 164'000 | 159'819 | 159'819 | 280'897 CHF | 282'495 CHF | 99.88% | 99.88% |
11.11.2024 | 0.57% | 1.80 CHF | 1.81 CHF | 160'000 | 160'000 | 159'795 | 159'795 | 279'410 CHF | 281'008 CHF | 100.00% | 100.00% |
08.11.2024 | 0.59% | 1.65 CHF | 1.66 CHF | 164'000 | 164'000 | 162'819 | 162'819 | 273'450 CHF | 275'078 CHF | 98.50% | 98.50% |
07.11.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 160'000 | 160'000 | 156'116 | 156'116 | 284'298 CHF | 285'859 CHF | 99.86% | 99.86% |