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 | 0.84% | 1.19 CHF | 1.20 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 213'223 CHF | 215'023 CHF | 100.00% | 100.00% |
19.11.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 216'442 CHF | 218'242 CHF | 100.00% | 100.00% |
18.11.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 211'626 CHF | 213'426 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 213'310 CHF | 215'110 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 180'000 | 180'000 | 181'850 | 181'850 | 225'455 CHF | 227'273 CHF | 99.33% | 99.33% |
13.11.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 246'614 CHF | 248'514 CHF | 100.00% | 100.00% |
12.11.2024 | 0.80% | 1.31 CHF | 1.32 CHF | 190'000 | 190'000 | 181'938 | 181'938 | 227'802 CHF | 229'621 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 215'543 CHF | 217'343 CHF | 99.93% | 99.93% |
08.11.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 180'000 | 180'000 | 179'989 | 179'989 | 216'384 CHF | 218'184 CHF | 100.00% | 100.00% |
07.11.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 170'000 | 170'000 | 171'561 | 171'561 | 198'900 CHF | 200'616 CHF | 100.00% | 100.00% |