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 | 0.90% | 1.13 CHF | 1.14 CHF | 140'000 | 140'000 | 136'194 | 136'194 | 151'375 CHF | 152'737 CHF | 100.00% | 100.00% |
19.11.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 136'000 | 136'000 | 138'684 | 138'684 | 157'327 CHF | 158'714 CHF | 100.00% | 100.00% |
18.11.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 136'000 | 136'000 | 134'995 | 134'995 | 147'842 CHF | 149'192 CHF | 100.00% | 100.00% |
15.11.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 132'000 | 132'000 | 132'280 | 132'280 | 143'887 CHF | 145'210 CHF | 100.00% | 100.00% |
14.11.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 136'000 | 136'000 | 137'326 | 137'326 | 155'494 CHF | 156'867 CHF | 100.00% | 100.00% |
13.11.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 140'000 | 140'000 | 136'398 | 136'398 | 153'671 CHF | 155'035 CHF | 100.00% | 100.00% |
12.11.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 149'412 CHF | 150'767 CHF | 99.85% | 99.85% |
11.11.2024 | 0.90% | 1.09 CHF | 1.10 CHF | 132'000 | 132'000 | 135'306 | 135'306 | 149'105 CHF | 150'458 CHF | 99.72% | 99.72% |
08.11.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 136'000 | 136'000 | 134'841 | 134'841 | 148'982 CHF | 150'331 CHF | 100.00% | 100.00% |
07.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 136'000 | 136'000 | 135'439 | 135'439 | 151'998 CHF | 153'353 CHF | 100.00% | 100.00% |