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 | 0.82% | 1.21 CHF | 1.22 CHF | 85'000 | 85'000 | 85'237 | 85'237 | 103'062 CHF | 103'914 CHF | 99.56% | 99.56% |
20.11.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 83'000 | 83'000 | 82'353 | 82'353 | 107'992 CHF | 108'815 CHF | 99.41% | 99.41% |
19.11.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 84'000 | 84'000 | 84'029 | 84'029 | 104'934 CHF | 105'775 CHF | 97.92% | 97.92% |
18.11.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 81'000 | 81'000 | 80'509 | 80'509 | 112'467 CHF | 113'272 CHF | 99.89% | 99.89% |
15.11.2024 | 0.68% | 1.41 CHF | 1.42 CHF | 79'000 | 79'000 | 77'720 | 77'720 | 113'967 CHF | 114'744 CHF | 100.00% | 100.00% |
14.11.2024 | 0.68% | 1.52 CHF | 1.53 CHF | 77'000 | 77'000 | 77'824 | 77'824 | 113'585 CHF | 114'363 CHF | 98.68% | 98.68% |
13.11.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 79'000 | 79'000 | 78'894 | 78'894 | 111'406 CHF | 112'195 CHF | 100.00% | 100.00% |
12.11.2024 | 0.70% | 1.37 CHF | 1.38 CHF | 80'000 | 80'000 | 78'903 | 78'903 | 111'957 CHF | 112'746 CHF | 99.88% | 99.88% |
11.11.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 79'000 | 79'000 | 79'124 | 79'124 | 110'784 CHF | 111'575 CHF | 100.00% | 100.00% |
08.11.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 80'000 | 80'000 | 80'021 | 80'021 | 108'189 CHF | 108'989 CHF | 99.02% | 99.02% |