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 | 1.10% | 0.91 CHF | 0.92 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 162'214 CHF | 164'014 CHF | 100.00% | 100.00% |
19.11.2024 | 1.08% | 0.89 CHF | 0.90 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 165'795 CHF | 167'595 CHF | 100.00% | 100.00% |
18.11.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 160'586 CHF | 162'386 CHF | 100.00% | 100.00% |
15.11.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 161'983 CHF | 163'783 CHF | 100.00% | 100.00% |
14.11.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 180'000 | 180'000 | 181'847 | 181'847 | 173'884 CHF | 175'703 CHF | 99.34% | 99.34% |
13.11.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 192'855 CHF | 194'755 CHF | 100.00% | 100.00% |
12.11.2024 | 1.03% | 1.02 CHF | 1.03 CHF | 190'000 | 190'000 | 181'938 | 181'938 | 176'462 CHF | 178'282 CHF | 100.00% | 100.00% |
11.11.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 164'362 CHF | 166'162 CHF | 99.93% | 99.93% |
08.11.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 180'000 | 180'000 | 179'989 | 179'989 | 164'847 CHF | 166'647 CHF | 100.00% | 100.00% |
07.11.2024 | 1.14% | 0.85 CHF | 0.86 CHF | 170'000 | 170'000 | 171'562 | 171'562 | 149'857 CHF | 151'573 CHF | 100.00% | 100.00% |