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 | 1.21% | 0.80 CHF | 0.81 CHF | 106'000 | 106'000 | 105'441 | 105'441 | 86'570 CHF | 87'625 CHF | 100.00% | 100.00% |
19.11.2024 | 1.14% | 0.85 CHF | 0.86 CHF | 104'000 | 104'000 | 102'960 | 102'960 | 89'795 CHF | 90'824 CHF | 100.00% | 100.00% |
18.11.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 102'000 | 102'000 | 102'000 | 102'000 | 91'122 CHF | 92'142 CHF | 100.00% | 100.00% |
15.11.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 100'138 | 100'138 | 91'281 CHF | 92'282 CHF | 100.00% | 100.00% |
14.11.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 100'000 | 100'000 | 101'358 | 101'358 | 91'162 CHF | 92'175 CHF | 99.39% | 99.39% |
13.11.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 102'000 | 102'000 | 101'138 | 101'138 | 90'882 CHF | 91'893 CHF | 100.00% | 100.00% |
12.11.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 102'000 | 102'000 | 100'320 | 100'320 | 91'470 CHF | 92'474 CHF | 100.00% | 100.00% |
11.11.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 99'998 | 99'998 | 93'318 CHF | 94'318 CHF | 99.93% | 99.93% |
08.11.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 102'000 | 102'000 | 101'519 | 101'519 | 91'259 CHF | 92'274 CHF | 100.00% | 100.00% |
07.11.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 99'996 | 99'996 | 92'861 CHF | 93'860 CHF | 100.00% | 100.00% |