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 | 1.45% | 0.69 CHF | 0.70 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 123'056 CHF | 124'856 CHF | 100.00% | 100.00% |
19.11.2024 | 1.41% | 0.68 CHF | 0.69 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 126'428 CHF | 128'228 CHF | 100.00% | 100.00% |
18.11.2024 | 1.47% | 0.66 CHF | 0.67 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 121'472 CHF | 123'272 CHF | 100.00% | 100.00% |
15.11.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 122'622 CHF | 124'422 CHF | 100.00% | 100.00% |
14.11.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 180'000 | 180'000 | 181'847 | 181'847 | 134'170 CHF | 135'988 CHF | 99.33% | 99.33% |
13.11.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 151'132 CHF | 153'032 CHF | 100.00% | 100.00% |
12.11.2024 | 1.33% | 0.80 CHF | 0.81 CHF | 190'000 | 190'000 | 181'938 | 181'938 | 136'538 CHF | 138'358 CHF | 100.00% | 100.00% |
11.11.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 125'006 CHF | 126'806 CHF | 99.93% | 99.93% |
08.11.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 180'000 | 180'000 | 179'989 | 179'989 | 125'530 CHF | 127'330 CHF | 100.00% | 100.00% |
07.11.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 170'000 | 170'000 | 171'564 | 171'564 | 112'172 CHF | 113'888 CHF | 100.00% | 100.00% |