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 | 0.64% | 1.64 CHF | 1.65 CHF | 130'000 | 130'000 | 60'675 | 60'675 | 97'735 CHF | 98'345 CHF | 99.74% | 99.74% |
19.11.2024 | 0.71% | 1.59 CHF | 1.60 CHF | 130'000 | 130'000 | 53'990 | 53'990 | 84'806 CHF | 85'401 CHF | 99.13% | 99.13% |
18.11.2024 | 1.07% | 1.58 CHF | 1.59 CHF | 130'000 | 130'000 | 53'193 | 53'193 | 80'720 CHF | 81'435 CHF | 99.01% | 99.01% |
15.11.2024 | 1.12% | 1.49 CHF | 1.50 CHF | 120'000 | 120'000 | 40'471 | 40'471 | 59'917 CHF | 60'489 CHF | 98.43% | 98.43% |
14.11.2024 | 1.08% | 1.48 CHF | 1.49 CHF | 120'000 | 120'000 | 51'010 | 51'010 | 75'544 CHF | 76'239 CHF | 99.18% | 99.18% |
13.11.2024 | 1.07% | 1.47 CHF | 1.48 CHF | 120'000 | 120'000 | 52'614 | 52'614 | 76'791 CHF | 77'485 CHF | 99.11% | 99.11% |
12.11.2024 | 1.07% | 1.46 CHF | 1.47 CHF | 120'000 | 120'000 | 52'354 | 52'354 | 76'744 CHF | 77'447 CHF | 99.30% | 99.30% |
11.11.2024 | 1.08% | 1.46 CHF | 1.47 CHF | 120'000 | 120'000 | 55'486 | 55'486 | 81'571 CHF | 82'366 CHF | 98.94% | 98.94% |
08.11.2024 | 0.83% | 1.47 CHF | 1.49 CHF | 65'000 | 65'000 | 47'466 | 47'466 | 70'362 CHF | 70'970 CHF | 98.72% | 98.72% |
07.11.2024 | 0.81% | 1.47 CHF | 1.49 CHF | 65'000 | 65'000 | 48'839 | 48'839 | 72'211 CHF | 72'812 CHF | 98.41% | 98.41% |