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 | 1.02% | 0.95 CHF | 0.96 CHF | 320'000 | 320'000 | 173'505 | 173'505 | 171'777 CHF | 173'515 CHF | 99.32% | 99.32% |
19.11.2024 | 1.07% | 0.98 CHF | 0.99 CHF | 320'000 | 320'000 | 175'911 | 175'911 | 167'221 CHF | 168'983 CHF | 98.41% | 98.41% |
18.11.2024 | 1.09% | 0.95 CHF | 0.96 CHF | 320'000 | 320'000 | 176'675 | 176'675 | 164'506 CHF | 166'276 CHF | 99.53% | 99.53% |
15.11.2024 | 1.06% | 0.90 CHF | 0.91 CHF | 325'000 | 325'000 | 173'990 | 173'990 | 164'887 CHF | 166'630 CHF | 98.28% | 98.28% |
14.11.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 320'000 | 320'000 | 166'205 | 166'205 | 169'710 CHF | 171'430 CHF | 98.58% | 98.58% |
13.11.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 315'000 | 315'000 | 170'651 | 170'651 | 180'476 CHF | 182'185 CHF | 99.79% | 99.79% |
12.11.2024 | 0.97% | 1.05 CHF | 1.06 CHF | 315'000 | 315'000 | 171'080 | 171'080 | 179'794 CHF | 181'508 CHF | 99.30% | 99.30% |
11.11.2024 | 0.99% | 1.04 CHF | 1.05 CHF | 315'000 | 315'000 | 172'469 | 172'469 | 177'580 CHF | 179'307 CHF | 99.01% | 99.01% |
08.11.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 315'000 | 315'000 | 173'191 | 173'191 | 178'839 CHF | 180'577 CHF | 98.43% | 98.43% |
07.11.2024 | 1.01% | 1.02 CHF | 1.03 CHF | 315'000 | 315'000 | 174'976 | 174'976 | 176'139 CHF | 177'892 CHF | 98.95% | 98.95% |