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 | 0.51% | 1.98 CHF | 1.99 CHF | 43'000 | 43'000 | 42'491 | 42'491 | 83'300 CHF | 83'725 CHF | 100.00% | 100.00% |
19.11.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 42'000 | 42'000 | 42'740 | 42'740 | 83'887 CHF | 84'315 CHF | 100.00% | 100.00% |
18.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 42'000 | 42'000 | 41'908 | 41'908 | 80'314 CHF | 80'733 CHF | 100.00% | 100.00% |
15.11.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 42'000 | 42'000 | 41'303 | 41'303 | 78'733 CHF | 79'146 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 42'000 | 42'000 | 42'134 | 42'134 | 81'844 CHF | 82'265 CHF | 100.00% | 100.00% |
13.11.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 81'331 CHF | 81'751 CHF | 100.00% | 100.00% |
12.11.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 42'000 | 42'000 | 41'327 | 41'327 | 78'667 CHF | 79'080 CHF | 99.85% | 99.85% |
11.11.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 40'000 | 40'000 | 39'983 | 39'983 | 71'897 CHF | 72'296 CHF | 99.70% | 99.70% |
08.11.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 40'000 | 40'000 | 39'992 | 39'992 | 72'533 CHF | 72'933 CHF | 100.00% | 100.00% |
07.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 39'000 | 39'000 | 38'842 | 38'842 | 67'860 CHF | 68'248 CHF | 99.44% | 99.44% |