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 | 0.64% | 1.63 CHF | 1.64 CHF | 150'000 | 150'000 | 67'517 | 67'517 | 107'107 CHF | 107'784 CHF | 99.90% | 99.90% |
19.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 152'000 | 152'000 | 67'633 | 67'633 | 107'175 CHF | 107'853 CHF | 100.00% | 100.00% |
18.11.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 150'000 | 150'000 | 65'037 | 65'037 | 109'504 CHF | 110'156 CHF | 99.63% | 99.63% |
15.11.2024 | 0.69% | 1.64 CHF | 1.65 CHF | 150'000 | 150'000 | 49'863 | 49'863 | 77'756 CHF | 78'256 CHF | 98.89% | 98.89% |
14.11.2024 | 1.34% | 1.54 CHF | 1.55 CHF | 152'000 | 152'000 | 50'882 | 50'882 | 76'616 CHF | 77'189 CHF | 95.01% | 95.01% |
13.11.2024 | 0.93% | 1.11 CHF | 1.12 CHF | 168'000 | 168'000 | 75'204 | 75'204 | 82'408 CHF | 83'161 CHF | 99.78% | 99.78% |
12.11.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 170'000 | 170'000 | 75'480 | 75'480 | 80'554 CHF | 81'311 CHF | 100.00% | 100.00% |
11.11.2024 | 0.99% | 1.05 CHF | 1.06 CHF | 170'000 | 170'000 | 76'294 | 76'294 | 79'105 CHF | 79'869 CHF | 99.90% | 99.90% |
08.11.2024 | 1.03% | 0.99 CHF | 1.00 CHF | 174'000 | 174'000 | 78'034 | 78'034 | 76'776 CHF | 77'558 CHF | 100.00% | 100.00% |
07.11.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 174'000 | 174'000 | 77'460 | 77'460 | 77'599 CHF | 78'375 CHF | 99.85% | 99.85% |