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 | 1.77% | 0.56 CHF | 0.57 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 100'562 CHF | 102'362 CHF | 100.00% | 100.00% |
19.11.2024 | 1.72% | 0.55 CHF | 0.56 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 104'071 CHF | 105'871 CHF | 100.00% | 100.00% |
18.11.2024 | 1.81% | 0.54 CHF | 0.55 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 98'832 CHF | 100'632 CHF | 100.00% | 100.00% |
15.11.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 100'209 CHF | 102'009 CHF | 100.00% | 100.00% |
14.11.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 180'000 | 180'000 | 181'846 | 181'846 | 111'364 CHF | 113'182 CHF | 99.33% | 99.33% |
13.11.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 127'209 CHF | 129'109 CHF | 100.00% | 100.00% |
12.11.2024 | 1.59% | 0.68 CHF | 0.69 CHF | 190'000 | 190'000 | 181'938 | 181'938 | 113'794 CHF | 115'613 CHF | 100.00% | 100.00% |
11.11.2024 | 1.74% | 0.58 CHF | 0.59 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 102'421 CHF | 104'221 CHF | 99.93% | 99.93% |
08.11.2024 | 1.73% | 0.57 CHF | 0.58 CHF | 180'000 | 180'000 | 179'989 | 179'989 | 103'074 CHF | 104'874 CHF | 100.00% | 100.00% |
07.11.2024 | 1.88% | 0.51 CHF | 0.52 CHF | 170'000 | 170'000 | 171'562 | 171'562 | 90'510 CHF | 92'226 CHF | 100.00% | 100.00% |