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 | 1.57% | 0.62 CHF | 0.63 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 107'787 CHF | 109'487 CHF | 100.00% | 100.00% |
19.11.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 108'787 CHF | 110'487 CHF | 100.00% | 100.00% |
18.11.2024 | 1.56% | 0.66 CHF | 0.67 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 108'218 CHF | 109'918 CHF | 100.00% | 100.00% |
15.11.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 107'596 CHF | 109'296 CHF | 100.00% | 100.00% |
14.11.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 103'910 CHF | 105'610 CHF | 99.33% | 99.33% |
13.11.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 170'000 | 170'000 | 171'306 | 171'306 | 97'079 CHF | 98'792 CHF | 100.00% | 100.00% |
12.11.2024 | 1.66% | 0.56 CHF | 0.57 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 101'830 CHF | 103'530 CHF | 100.00% | 100.00% |
11.11.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 108'195 CHF | 109'895 CHF | 99.93% | 99.93% |
08.11.2024 | 1.54% | 0.63 CHF | 0.64 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 109'891 CHF | 111'591 CHF | 100.00% | 100.00% |
07.11.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 115'640 CHF | 117'340 CHF | 100.00% | 100.00% |