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 | 0.72% | 1.37 CHF | 1.38 CHF | 340'000 | 340'000 | 153'070 | 153'070 | 215'382 CHF | 216'918 CHF | 97.64% | 97.64% |
19.11.2024 | 0.74% | 1.41 CHF | 1.42 CHF | 340'000 | 340'000 | 154'108 | 154'108 | 211'368 CHF | 212'913 CHF | 97.63% | 97.63% |
18.11.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 340'000 | 340'000 | 152'380 | 152'380 | 217'900 CHF | 219'427 CHF | 96.91% | 96.91% |
15.11.2024 | 0.67% | 1.44 CHF | 1.45 CHF | 340'000 | 340'000 | 143'682 | 143'682 | 219'329 CHF | 220'779 CHF | 95.63% | 95.63% |
14.11.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 330'000 | 330'000 | 136'106 | 136'106 | 226'493 CHF | 227'860 CHF | 96.41% | 96.41% |
13.11.2024 | 0.66% | 1.62 CHF | 1.63 CHF | 330'000 | 330'000 | 145'323 | 145'323 | 227'410 CHF | 228'870 CHF | 97.83% | 97.83% |
12.11.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 330'000 | 330'000 | 149'718 | 149'718 | 224'135 CHF | 225'637 CHF | 97.88% | 97.88% |
11.11.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 330'000 | 330'000 | 146'592 | 146'592 | 223'131 CHF | 224'603 CHF | 98.08% | 98.08% |
08.11.2024 | 0.67% | 1.53 CHF | 1.54 CHF | 330'000 | 330'000 | 149'663 | 149'663 | 229'423 CHF | 230'927 CHF | 98.14% | 98.14% |
07.11.2024 | 0.69% | 1.57 CHF | 1.58 CHF | 330'000 | 330'000 | 148'654 | 148'654 | 226'168 CHF | 227'662 CHF | 98.00% | 98.00% |