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 | 1.15% | 0.85 CHF | 0.86 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 146'641 CHF | 148'341 CHF | 100.00% | 100.00% |
19.11.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 147'718 CHF | 149'418 CHF | 100.00% | 100.00% |
18.11.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 147'165 CHF | 148'865 CHF | 100.00% | 100.00% |
15.11.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 146'628 CHF | 148'328 CHF | 100.00% | 100.00% |
14.11.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 142'920 CHF | 144'620 CHF | 99.33% | 99.33% |
13.11.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 170'000 | 170'000 | 171'305 | 171'305 | 136'409 CHF | 138'122 CHF | 100.00% | 100.00% |
12.11.2024 | 1.20% | 0.79 CHF | 0.80 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 140'707 CHF | 142'407 CHF | 100.00% | 100.00% |
11.11.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 147'262 CHF | 148'962 CHF | 99.93% | 99.93% |
08.11.2024 | 1.14% | 0.85 CHF | 0.86 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 148'934 CHF | 150'634 CHF | 100.00% | 100.00% |
07.11.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 154'876 CHF | 156'576 CHF | 100.00% | 100.00% |