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 | 1.19% | 0.82 CHF | 0.83 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 142'591 CHF | 144'291 CHF | 100.00% | 100.00% |
19.11.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 143'833 CHF | 145'533 CHF | 100.00% | 100.00% |
18.11.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 143'233 CHF | 144'933 CHF | 100.00% | 100.00% |
15.11.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 142'728 CHF | 144'428 CHF | 100.00% | 100.00% |
14.11.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 138'789 CHF | 140'489 CHF | 99.39% | 99.39% |
13.11.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 170'000 | 170'000 | 171'303 | 171'303 | 132'416 CHF | 134'129 CHF | 100.00% | 100.00% |
12.11.2024 | 1.24% | 0.77 CHF | 0.78 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 136'743 CHF | 138'443 CHF | 100.00% | 100.00% |
11.11.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 142'919 CHF | 144'619 CHF | 99.93% | 99.93% |
08.11.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 145'076 CHF | 146'776 CHF | 100.00% | 100.00% |
07.11.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 150'780 CHF | 152'480 CHF | 100.00% | 100.00% |