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 | 1.35% | 0.72 CHF | 0.73 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 124'663 CHF | 126'363 CHF | 100.00% | 100.00% |
19.11.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 125'709 CHF | 127'409 CHF | 100.00% | 100.00% |
18.11.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 125'160 CHF | 126'860 CHF | 100.00% | 100.00% |
15.11.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 124'577 CHF | 126'277 CHF | 100.00% | 100.00% |
14.11.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 120'898 CHF | 122'598 CHF | 99.39% | 99.39% |
13.11.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 170'000 | 170'000 | 171'300 | 171'300 | 114'232 CHF | 115'945 CHF | 100.00% | 100.00% |
12.11.2024 | 1.42% | 0.66 CHF | 0.67 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 118'801 CHF | 120'501 CHF | 100.00% | 100.00% |
11.11.2024 | 1.35% | 0.72 CHF | 0.73 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 125'181 CHF | 126'881 CHF | 99.93% | 99.93% |
08.11.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 126'892 CHF | 128'592 CHF | 100.00% | 100.00% |
07.11.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 132'685 CHF | 134'385 CHF | 100.00% | 100.00% |