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 | 1.03% | 0.98 CHF | 0.99 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 174'699 CHF | 176'499 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 0.96 CHF | 0.97 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 178'275 CHF | 180'075 CHF | 100.00% | 100.00% |
18.11.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 173'172 CHF | 174'972 CHF | 100.00% | 100.00% |
15.11.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 174'654 CHF | 176'454 CHF | 100.00% | 100.00% |
14.11.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 180'000 | 180'000 | 181'848 | 181'848 | 186'654 CHF | 188'473 CHF | 99.33% | 99.33% |
13.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 205'875 CHF | 207'775 CHF | 100.00% | 100.00% |
12.11.2024 | 0.96% | 1.09 CHF | 1.10 CHF | 190'000 | 190'000 | 181'938 | 181'938 | 189'101 CHF | 190'921 CHF | 100.00% | 100.00% |
11.11.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 176'918 CHF | 178'718 CHF | 99.93% | 99.93% |
08.11.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 180'000 | 180'000 | 179'989 | 179'989 | 177'620 CHF | 179'420 CHF | 100.00% | 100.00% |
07.11.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 170'000 | 170'000 | 171'563 | 171'563 | 161'995 CHF | 163'711 CHF | 100.00% | 100.00% |