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 | 2.13% | 0.46 CHF | 0.47 CHF | 94'000 | 94'000 | 91'493 | 91'493 | 42'558 CHF | 43'473 CHF | 100.00% | 100.00% |
19.11.2024 | 2.16% | 0.45 CHF | 0.46 CHF | 94'000 | 94'000 | 91'391 | 91'391 | 41'817 CHF | 42'731 CHF | 100.00% | 100.00% |
18.11.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 94'000 | 94'000 | 91'504 | 91'504 | 42'098 CHF | 43'013 CHF | 100.00% | 100.00% |
15.11.2024 | 2.17% | 0.46 CHF | 0.47 CHF | 94'000 | 94'000 | 91'397 | 91'397 | 41'620 CHF | 42'534 CHF | 100.00% | 100.00% |
14.11.2024 | 2.36% | 0.43 CHF | 0.44 CHF | 94'000 | 94'000 | 92'564 | 92'564 | 38'763 CHF | 39'688 CHF | 99.33% | 99.33% |
13.11.2024 | 2.22% | 0.43 CHF | 0.44 CHF | 94'000 | 94'000 | 91'730 | 91'730 | 40'772 CHF | 41'689 CHF | 100.00% | 100.00% |
12.11.2024 | 2.17% | 0.43 CHF | 0.44 CHF | 94'000 | 94'000 | 91'114 | 91'114 | 41'552 CHF | 42'464 CHF | 98.86% | 100.00% |
11.11.2024 | 1.88% | 0.50 CHF | 0.51 CHF | 92'000 | 92'000 | 87'739 | 87'739 | 46'209 CHF | 47'086 CHF | 99.93% | 99.93% |
08.11.2024 | 1.71% | 0.53 CHF | 0.54 CHF | 90'000 | 90'000 | 85'909 | 85'909 | 49'738 CHF | 50'597 CHF | 100.00% | 100.00% |
07.11.2024 | 1.50% | 0.68 CHF | 0.69 CHF | 84'000 | 84'000 | 82'886 | 82'886 | 54'922 CHF | 55'751 CHF | 98.41% | 98.41% |