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 | 1.32% | 0.74 CHF | 0.75 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 128'283 CHF | 129'983 CHF | 100.00% | 100.00% |
19.11.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 129'238 CHF | 130'938 CHF | 100.00% | 100.00% |
18.11.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 128'577 CHF | 130'277 CHF | 100.00% | 100.00% |
15.11.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 128'160 CHF | 129'860 CHF | 100.00% | 100.00% |
14.11.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 124'295 CHF | 125'995 CHF | 99.33% | 99.33% |
13.11.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 170'000 | 170'000 | 171'308 | 171'308 | 117'858 CHF | 119'572 CHF | 100.00% | 100.00% |
12.11.2024 | 1.38% | 0.68 CHF | 0.69 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 122'203 CHF | 123'903 CHF | 100.00% | 100.00% |
11.11.2024 | 1.31% | 0.74 CHF | 0.75 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 128'694 CHF | 130'394 CHF | 99.93% | 99.93% |
08.11.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 130'315 CHF | 132'015 CHF | 100.00% | 100.00% |
07.11.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 136'258 CHF | 137'958 CHF | 100.00% | 100.00% |