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 | 0.72% | 1.39 CHF | 1.40 CHF | 93'000 | 93'000 | 93'102 | 93'102 | 128'741 CHF | 129'672 CHF | 100.00% | 100.00% |
19.11.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 92'000 | 92'000 | 92'202 | 92'202 | 124'836 CHF | 125'758 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 90'000 | 90'000 | 89'562 | 89'562 | 112'636 CHF | 113'532 CHF | 100.00% | 100.00% |
15.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 90'000 | 90'000 | 90'310 | 90'310 | 116'054 CHF | 116'957 CHF | 100.00% | 100.00% |
14.11.2024 | 0.73% | 1.32 CHF | 1.33 CHF | 91'000 | 91'000 | 92'425 | 92'425 | 126'038 CHF | 126'962 CHF | 100.00% | 100.00% |
13.11.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 94'000 | 94'000 | 94'441 | 94'441 | 135'153 CHF | 136'098 CHF | 100.00% | 100.00% |
12.11.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 95'000 | 95'000 | 94'513 | 94'513 | 135'810 CHF | 136'756 CHF | 99.85% | 99.85% |
11.11.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 92'000 | 92'000 | 91'731 | 91'731 | 122'921 CHF | 123'838 CHF | 99.69% | 99.69% |
08.11.2024 | 1.03% | 1.38 CHF | 1.39 CHF | 93'000 | 93'000 | 74'602 | 74'602 | 98'693 CHF | 99'605 CHF | 98.81% | 98.81% |
07.11.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 85'000 | 85'000 | 85'423 | 85'423 | 93'779 CHF | 94'633 CHF | 100.00% | 100.00% |