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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.55% | 0.68 CHF | 0.69 CHF | 210'000 | 210'000 | 97'875 | 97'875 | 64'373 CHF | 65'352 CHF | 97.65% | 97.65% |
20.11.2024 | 1.60% | 0.64 CHF | 0.65 CHF | 220'000 | 220'000 | 99'529 | 99'529 | 63'243 CHF | 64'240 CHF | 97.65% | 97.65% |
19.11.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 230'000 | 230'000 | 101'242 | 101'242 | 62'519 CHF | 63'535 CHF | 96.82% | 96.82% |
18.11.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 220'000 | 220'000 | 98'387 | 98'387 | 66'396 CHF | 67'382 CHF | 97.45% | 97.45% |
15.11.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 220'000 | 220'000 | 98'691 | 98'691 | 65'148 CHF | 66'137 CHF | 97.98% | 97.98% |
14.11.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 210'000 | 210'000 | 97'563 | 97'563 | 68'440 CHF | 69'419 CHF | 96.69% | 96.69% |
13.11.2024 | 1.51% | 0.70 CHF | 0.71 CHF | 210'000 | 210'000 | 96'361 | 96'361 | 65'583 CHF | 66'550 CHF | 97.86% | 97.86% |
12.11.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 220'000 | 220'000 | 97'981 | 97'981 | 66'585 CHF | 67'571 CHF | 96.00% | 96.00% |
11.11.2024 | 1.64% | 0.68 CHF | 0.69 CHF | 220'000 | 220'000 | 98'532 | 98'532 | 63'284 CHF | 64'277 CHF | 96.61% | 96.61% |
08.11.2024 | 1.83% | 0.59 CHF | 0.60 CHF | 230'000 | 230'000 | 103'164 | 103'164 | 58'634 CHF | 59'670 CHF | 95.91% | 95.91% |