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 | 0.95% | 1.05 CHF | 1.06 CHF | 80'000 | 80'000 | 36'573 | 36'573 | 38'981 CHF | 39'347 CHF | 99.33% | 99.33% |
19.11.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 82'000 | 82'000 | 36'854 | 36'854 | 41'450 CHF | 41'819 CHF | 100.00% | 100.00% |
18.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 82'000 | 82'000 | 36'830 | 36'830 | 42'788 CHF | 43'157 CHF | 99.77% | 99.77% |
15.11.2024 | 0.91% | 1.14 CHF | 1.15 CHF | 82'000 | 82'000 | 36'816 | 36'816 | 41'432 CHF | 41'800 CHF | 99.90% | 99.90% |
14.11.2024 | 0.94% | 1.14 CHF | 1.15 CHF | 82'000 | 82'000 | 36'164 | 36'164 | 39'758 CHF | 40'120 CHF | 98.51% | 98.51% |
13.11.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 81'000 | 81'000 | 36'667 | 36'667 | 39'235 CHF | 39'602 CHF | 100.00% | 100.00% |
12.11.2024 | 0.97% | 1.08 CHF | 1.09 CHF | 81'000 | 81'000 | 36'561 | 36'561 | 38'545 CHF | 38'912 CHF | 99.88% | 99.88% |
11.11.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 80'000 | 80'000 | 35'643 | 35'643 | 36'480 CHF | 36'837 CHF | 99.90% | 99.90% |
08.11.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 80'000 | 80'000 | 36'546 | 36'546 | 37'154 CHF | 37'521 CHF | 99.05% | 99.05% |
07.11.2024 | 0.99% | 1.06 CHF | 1.07 CHF | 81'000 | 81'000 | 35'877 | 35'877 | 37'045 CHF | 37'405 CHF | 99.90% | 99.90% |