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 | 1.02% | 0.96 CHF | 0.97 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 165'210 CHF | 166'910 CHF | 100.00% | 100.00% |
19.11.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 166'271 CHF | 167'971 CHF | 100.00% | 100.00% |
18.11.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 165'769 CHF | 167'469 CHF | 100.00% | 100.00% |
15.11.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 165'294 CHF | 166'994 CHF | 100.00% | 100.00% |
14.11.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 161'543 CHF | 163'243 CHF | 99.33% | 99.33% |
13.11.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 170'000 | 170'000 | 171'303 | 171'303 | 155'180 CHF | 156'893 CHF | 100.00% | 100.00% |
12.11.2024 | 1.06% | 0.90 CHF | 0.91 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 159'311 CHF | 161'011 CHF | 100.00% | 100.00% |
11.11.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 165'925 CHF | 167'625 CHF | 99.93% | 99.93% |
08.11.2024 | 1.01% | 0.96 CHF | 0.97 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 167'628 CHF | 169'328 CHF | 100.00% | 100.00% |
07.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 173'618 CHF | 175'318 CHF | 100.00% | 100.00% |