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 | 0.66% | 1.52 CHF | 1.53 CHF | 93'000 | 93'000 | 93'102 | 93'102 | 140'456 CHF | 141'387 CHF | 100.00% | 100.00% |
19.11.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 92'000 | 92'000 | 92'202 | 92'202 | 136'435 CHF | 137'357 CHF | 100.00% | 100.00% |
18.11.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 90'000 | 90'000 | 89'561 | 89'561 | 124'065 CHF | 124'961 CHF | 100.00% | 100.00% |
15.11.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 90'000 | 90'000 | 90'310 | 90'310 | 127'566 CHF | 128'469 CHF | 100.00% | 100.00% |
14.11.2024 | 0.67% | 1.45 CHF | 1.46 CHF | 91'000 | 91'000 | 92'426 | 92'426 | 137'639 CHF | 138'564 CHF | 100.00% | 100.00% |
13.11.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 94'000 | 94'000 | 94'441 | 94'441 | 146'896 CHF | 147'840 CHF | 100.00% | 100.00% |
12.11.2024 | 0.64% | 1.59 CHF | 1.60 CHF | 95'000 | 95'000 | 94'513 | 94'513 | 147'605 CHF | 148'550 CHF | 99.85% | 99.85% |
11.11.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 92'000 | 92'000 | 91'731 | 91'731 | 134'529 CHF | 135'447 CHF | 99.72% | 99.72% |
08.11.2024 | 0.95% | 1.51 CHF | 1.52 CHF | 93'000 | 93'000 | 74'263 | 74'263 | 107'659 CHF | 108'570 CHF | 100.00% | 100.00% |
07.11.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 85'000 | 85'000 | 85'423 | 85'423 | 104'860 CHF | 105'714 CHF | 100.00% | 100.00% |