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 | 0.89% | 1.09 CHF | 1.10 CHF | 315'000 | 315'000 | 110'280 | 110'280 | 123'489 CHF | 124'593 CHF | 99.78% | 99.78% |
19.11.2024 | 0.89% | 1.15 CHF | 1.16 CHF | 325'000 | 325'000 | 111'939 | 111'939 | 128'868 CHF | 129'989 CHF | 100.00% | 100.00% |
18.11.2024 | 0.90% | 1.14 CHF | 1.15 CHF | 320'000 | 320'000 | 110'127 | 110'127 | 124'801 CHF | 125'903 CHF | 99.90% | 99.90% |
15.11.2024 | 0.91% | 1.13 CHF | 1.14 CHF | 320'000 | 320'000 | 109'476 | 109'476 | 122'158 CHF | 123'254 CHF | 100.00% | 100.00% |
14.11.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 310'000 | 310'000 | 105'388 | 105'388 | 115'516 CHF | 116'571 CHF | 100.00% | 100.00% |
13.11.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 315'000 | 315'000 | 109'310 | 109'310 | 120'933 CHF | 122'028 CHF | 100.00% | 100.00% |
12.11.2024 | 0.94% | 1.10 CHF | 1.11 CHF | 315'000 | 315'000 | 109'244 | 109'244 | 118'839 CHF | 119'933 CHF | 100.00% | 100.00% |
11.11.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 310'000 | 310'000 | 107'630 | 107'630 | 113'150 CHF | 114'228 CHF | 99.77% | 99.77% |
08.11.2024 | 1.53% | 1.04 CHF | 1.05 CHF | 315'000 | 315'000 | 87'345 | 87'345 | 93'170 CHF | 94'153 CHF | 99.21% | 99.21% |
07.11.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 295'000 | 295'000 | 102'777 | 102'777 | 94'747 CHF | 95'776 CHF | 99.85% | 99.85% |