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 | 1.04% | 0.96 CHF | 0.97 CHF | 29'110 | 29'110 | 28'859 | 28'859 | 27'846 CHF | 28'135 CHF | 100.00% | 100.00% |
19.11.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 29'140 | 29'140 | 28'901 | 28'901 | 27'589 CHF | 27'878 CHF | 98.72% | 98.72% |
18.11.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 29'160 | 29'160 | 28'947 | 28'947 | 27'869 CHF | 28'159 CHF | 100.00% | 100.00% |
15.11.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 29'060 | 29'060 | 29'034 | 29'034 | 29'133 CHF | 29'423 CHF | 71.64% | 71.64% |
14.11.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 28'720 | 28'720 | 28'562 | 28'562 | 29'461 CHF | 29'747 CHF | 100.00% | 100.00% |
13.11.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 28'900 | 28'900 | 28'702 | 28'702 | 28'988 CHF | 29'275 CHF | 99.74% | 99.74% |
12.11.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 28'780 | 28'780 | 28'430 | 28'430 | 29'858 CHF | 30'142 CHF | 100.00% | 100.00% |
11.11.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 28'520 | 28'520 | 28'283 | 28'283 | 30'561 CHF | 30'844 CHF | 100.00% | 100.00% |
08.11.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 28'660 | 28'660 | 28'384 | 28'384 | 30'549 CHF | 30'834 CHF | 100.00% | 100.00% |
07.11.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 28'820 | 28'820 | 28'373 | 28'373 | 31'087 CHF | 31'371 CHF | 100.00% | 100.00% |