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 | 0.91% | 1.10 CHF | 1.11 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 196'127 CHF | 197'927 CHF | 100.00% | 100.00% |
19.11.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 199'763 CHF | 201'563 CHF | 100.00% | 100.00% |
18.11.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 194'690 CHF | 196'490 CHF | 100.00% | 100.00% |
15.11.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 196'212 CHF | 198'012 CHF | 100.00% | 100.00% |
14.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 180'000 | 180'000 | 181'846 | 181'846 | 208'447 CHF | 210'265 CHF | 99.39% | 99.39% |
13.11.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 228'772 CHF | 230'672 CHF | 100.00% | 100.00% |
12.11.2024 | 0.86% | 1.21 CHF | 1.22 CHF | 190'000 | 190'000 | 181'938 | 181'938 | 210'923 CHF | 212'742 CHF | 100.00% | 100.00% |
11.11.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 198'462 CHF | 200'262 CHF | 99.93% | 99.93% |
08.11.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 180'000 | 180'000 | 179'989 | 179'989 | 199'176 CHF | 200'976 CHF | 100.00% | 100.00% |
07.11.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 170'000 | 170'000 | 171'562 | 171'562 | 182'519 CHF | 184'234 CHF | 100.00% | 100.00% |