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 | 0.57% | 1.71 CHF | 1.72 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 262'498 CHF | 263'998 CHF | 100.00% | 100.00% |
19.11.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 261'048 CHF | 262'548 CHF | 99.88% | 99.88% |
18.11.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 150'000 | 150'000 | 148'535 | 148'535 | 267'657 CHF | 269'143 CHF | 100.00% | 100.00% |
15.11.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 145'000 | 145'000 | 145'293 | 145'293 | 269'553 CHF | 271'006 CHF | 100.00% | 100.00% |
14.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 145'000 | 145'000 | 145'000 | 145'000 | 282'775 CHF | 284'225 CHF | 100.00% | 100.00% |
13.11.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 145'000 | 145'000 | 142'230 | 142'230 | 285'012 CHF | 286'434 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 145'000 | 145'000 | 142'673 | 142'673 | 284'520 CHF | 285'946 CHF | 99.90% | 99.90% |
11.11.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 287'338 CHF | 288'738 CHF | 100.00% | 100.00% |
08.11.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 145'000 | 145'000 | 141'998 | 141'998 | 285'550 CHF | 286'970 CHF | 98.91% | 98.91% |
07.11.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 287'616 CHF | 289'016 CHF | 100.00% | 100.00% |