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 | 1.67% | 0.62 CHF | 0.63 CHF | 80'000 | 80'000 | 36'575 | 36'575 | 22'224 CHF | 22'590 CHF | 99.34% | 99.34% |
19.11.2024 | 1.87% | 0.56 CHF | 0.57 CHF | 82'000 | 82'000 | 36'855 | 36'855 | 20'016 CHF | 20'386 CHF | 100.00% | 100.00% |
18.11.2024 | 2.01% | 0.54 CHF | 0.55 CHF | 82'000 | 82'000 | 36'832 | 36'832 | 18'929 CHF | 19'298 CHF | 99.78% | 99.78% |
15.11.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 82'000 | 82'000 | 36'816 | 36'816 | 20'521 CHF | 20'890 CHF | 99.90% | 99.90% |
14.11.2024 | 1.67% | 0.55 CHF | 0.56 CHF | 82'000 | 82'000 | 36'164 | 36'164 | 21'173 CHF | 21'536 CHF | 98.51% | 98.51% |
13.11.2024 | 1.68% | 0.62 CHF | 0.63 CHF | 81'000 | 81'000 | 36'668 | 36'668 | 22'173 CHF | 22'540 CHF | 100.00% | 100.00% |
12.11.2024 | 1.62% | 0.59 CHF | 0.60 CHF | 81'000 | 81'000 | 36'569 | 36'569 | 22'615 CHF | 22'981 CHF | 99.88% | 99.88% |
11.11.2024 | 1.55% | 0.66 CHF | 0.67 CHF | 80'000 | 80'000 | 35'641 | 35'641 | 23'357 CHF | 23'714 CHF | 99.90% | 99.90% |
08.11.2024 | 1.56% | 0.68 CHF | 0.69 CHF | 80'000 | 80'000 | 36'547 | 36'547 | 23'832 CHF | 24'198 CHF | 99.05% | 99.05% |
07.11.2024 | 1.57% | 0.61 CHF | 0.62 CHF | 81'000 | 81'000 | 35'877 | 35'877 | 22'927 CHF | 23'287 CHF | 99.90% | 99.90% |