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 | 1.38% | 0.72 CHF | 0.73 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 129'377 CHF | 131'177 CHF | 100.00% | 100.00% |
19.11.2024 | 1.35% | 0.71 CHF | 0.72 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 132'902 CHF | 134'702 CHF | 100.00% | 100.00% |
18.11.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 127'747 CHF | 129'547 CHF | 100.00% | 100.00% |
15.11.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 128'996 CHF | 130'796 CHF | 100.00% | 100.00% |
14.11.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 180'000 | 180'000 | 181'848 | 181'848 | 140'683 CHF | 142'501 CHF | 99.34% | 99.34% |
13.11.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 157'918 CHF | 159'818 CHF | 100.00% | 100.00% |
12.11.2024 | 1.26% | 0.84 CHF | 0.85 CHF | 190'000 | 190'000 | 181'938 | 181'938 | 143'143 CHF | 144'962 CHF | 100.00% | 100.00% |
11.11.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 131'424 CHF | 133'224 CHF | 99.93% | 99.93% |
08.11.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 180'000 | 180'000 | 179'989 | 179'989 | 131'994 CHF | 133'793 CHF | 100.00% | 100.00% |
07.11.2024 | 1.44% | 0.67 CHF | 0.68 CHF | 170'000 | 170'000 | 171'561 | 171'561 | 118'162 CHF | 119'877 CHF | 100.00% | 100.00% |