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% | 1.18 CHF | 1.19 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 202'369 CHF | 204'069 CHF | 100.00% | 100.00% |
19.11.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 203'519 CHF | 205'219 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 203'021 CHF | 204'721 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 202'621 CHF | 204'321 CHF | 100.00% | 100.00% |
14.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 198'780 CHF | 200'480 CHF | 99.33% | 99.33% |
13.11.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 170'000 | 170'000 | 171'308 | 171'308 | 192'740 CHF | 194'453 CHF | 100.00% | 100.00% |
12.11.2024 | 0.86% | 1.12 CHF | 1.13 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 196'505 CHF | 198'205 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 203'219 CHF | 204'919 CHF | 99.93% | 99.93% |
08.11.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 205'018 CHF | 206'718 CHF | 100.00% | 100.00% |
07.11.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 210'984 CHF | 212'684 CHF | 100.00% | 100.00% |