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 | 0.67% | 1.44 CHF | 1.45 CHF | 108'000 | 108'000 | 107'012 | 107'012 | 160'041 CHF | 161'111 CHF | 99.31% | 99.31% |
19.11.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 108'000 | 108'000 | 107'275 | 107'275 | 159'463 CHF | 160'535 CHF | 100.00% | 100.00% |
18.11.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 104'000 | 104'000 | 104'487 | 104'487 | 161'042 CHF | 162'087 CHF | 99.89% | 99.89% |
15.11.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 108'000 | 108'000 | 107'555 | 107'555 | 159'392 CHF | 160'467 CHF | 100.00% | 100.00% |
14.11.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 108'000 | 108'000 | 107'548 | 107'548 | 157'196 CHF | 158'271 CHF | 98.66% | 98.66% |
13.11.2024 | 0.69% | 1.42 CHF | 1.43 CHF | 108'000 | 108'000 | 107'569 | 107'569 | 155'736 CHF | 156'812 CHF | 99.97% | 99.97% |
12.11.2024 | 0.67% | 1.43 CHF | 1.44 CHF | 108'000 | 108'000 | 107'551 | 107'551 | 160'421 CHF | 161'497 CHF | 99.13% | 99.13% |
11.11.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 104'000 | 104'000 | 106'443 | 106'443 | 162'607 CHF | 163'671 CHF | 100.00% | 100.00% |
08.11.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 108'000 | 108'000 | 107'550 | 107'550 | 160'623 CHF | 161'698 CHF | 99.04% | 99.04% |
07.11.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 104'000 | 104'000 | 103'571 | 103'571 | 161'409 CHF | 162'444 CHF | 100.00% | 100.00% |