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 | 0.85% | 1.16 CHF | 1.17 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 198'966 CHF | 200'666 CHF | 100.00% | 100.00% |
19.11.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 199'967 CHF | 201'667 CHF | 100.00% | 100.00% |
18.11.2024 | 0.85% | 1.19 CHF | 1.20 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 199'598 CHF | 201'298 CHF | 100.00% | 100.00% |
15.11.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 199'209 CHF | 200'909 CHF | 100.00% | 100.00% |
14.11.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 195'195 CHF | 196'895 CHF | 99.34% | 99.34% |
13.11.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 170'000 | 170'000 | 171'303 | 171'303 | 189'165 CHF | 190'878 CHF | 100.00% | 100.00% |
12.11.2024 | 0.88% | 1.10 CHF | 1.11 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 193'105 CHF | 194'805 CHF | 100.00% | 100.00% |
11.11.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 199'440 CHF | 201'140 CHF | 99.93% | 99.93% |
08.11.2024 | 0.84% | 1.16 CHF | 1.17 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 201'447 CHF | 203'147 CHF | 100.00% | 100.00% |
07.11.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 207'539 CHF | 209'239 CHF | 100.00% | 100.00% |