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 | 0.69% | 1.49 CHF | 1.50 CHF | 280'000 | 280'000 | 114'120 | 114'120 | 169'746 CHF | 170'889 CHF | 99.89% | 99.89% |
19.11.2024 | 0.71% | 1.48 CHF | 1.49 CHF | 280'000 | 280'000 | 110'694 | 110'694 | 160'251 CHF | 161'360 CHF | 99.95% | 99.95% |
18.11.2024 | 0.70% | 1.47 CHF | 1.48 CHF | 280'000 | 280'000 | 107'073 | 107'073 | 155'522 CHF | 156'594 CHF | 99.89% | 99.89% |
15.11.2024 | 0.71% | 1.47 CHF | 1.48 CHF | 280'000 | 280'000 | 111'180 | 111'180 | 160'237 CHF | 161'352 CHF | 100.00% | 100.00% |
14.11.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 270'000 | 270'000 | 109'040 | 109'040 | 151'656 CHF | 152'748 CHF | 99.76% | 99.76% |
13.11.2024 | 0.69% | 1.46 CHF | 1.47 CHF | 280'000 | 280'000 | 113'501 | 113'501 | 167'277 CHF | 168'415 CHF | 100.00% | 100.00% |
12.11.2024 | 0.71% | 1.49 CHF | 1.50 CHF | 280'000 | 280'000 | 111'411 | 111'411 | 161'230 CHF | 162'346 CHF | 99.95% | 99.95% |
11.11.2024 | 0.77% | 1.39 CHF | 1.40 CHF | 270'000 | 270'000 | 102'895 | 102'895 | 136'663 CHF | 137'694 CHF | 99.36% | 99.36% |
08.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 260'000 | 260'000 | 103'098 | 103'098 | 132'790 CHF | 133'823 CHF | 99.53% | 99.53% |
07.11.2024 | 0.75% | 1.30 CHF | 1.31 CHF | 260'000 | 260'000 | 108'133 | 108'133 | 145'119 CHF | 146'202 CHF | 99.86% | 99.86% |