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 | 1.03% | 0.94 CHF | 0.95 CHF | 115'000 | 115'000 | 110'508 | 110'508 | 106'674 CHF | 107'780 CHF | 99.30% | 99.30% |
19.11.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 115'000 | 115'000 | 113'801 | 113'801 | 106'585 CHF | 107'723 CHF | 99.81% | 99.81% |
18.11.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 107'693 CHF | 108'789 CHF | 99.89% | 99.89% |
15.11.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 107'475 CHF | 108'570 CHF | 99.99% | 99.99% |
14.11.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 110'000 | 110'000 | 111'612 | 111'612 | 105'857 CHF | 106'974 CHF | 98.54% | 98.54% |
13.11.2024 | 1.03% | 0.93 CHF | 0.94 CHF | 115'000 | 115'000 | 110'688 | 110'688 | 107'099 CHF | 108'206 CHF | 99.42% | 99.42% |
12.11.2024 | 1.03% | 0.91 CHF | 0.92 CHF | 115'000 | 115'000 | 110'418 | 110'418 | 106'430 CHF | 107'534 CHF | 99.79% | 99.79% |
11.11.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 110'000 | 110'000 | 109'546 | 109'546 | 114'546 CHF | 115'642 CHF | 100.00% | 100.00% |
08.11.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 110'000 | 110'000 | 109'542 | 109'542 | 110'594 CHF | 111'690 CHF | 99.04% | 99.04% |
07.11.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 110'000 | 110'000 | 109'543 | 109'543 | 115'394 CHF | 116'490 CHF | 99.20% | 99.20% |