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 | 1.04% | 0.95 CHF | 0.96 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 163'162 CHF | 164'862 CHF | 100.00% | 100.00% |
19.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 164'396 CHF | 166'096 CHF | 100.00% | 100.00% |
18.11.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 163'784 CHF | 165'484 CHF | 100.00% | 100.00% |
15.11.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 163'277 CHF | 164'977 CHF | 100.00% | 100.00% |
14.11.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 159'504 CHF | 161'204 CHF | 99.34% | 99.34% |
13.11.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 170'000 | 170'000 | 171'300 | 171'300 | 153'201 CHF | 154'914 CHF | 100.00% | 100.00% |
12.11.2024 | 1.07% | 0.89 CHF | 0.90 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 157'394 CHF | 159'094 CHF | 100.00% | 100.00% |
11.11.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 163'581 CHF | 165'281 CHF | 99.93% | 99.93% |
08.11.2024 | 1.02% | 0.95 CHF | 0.96 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 165'597 CHF | 167'297 CHF | 100.00% | 100.00% |
07.11.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 171'478 CHF | 173'178 CHF | 100.00% | 100.00% |