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 | 0.93% | 1.07 CHF | 1.08 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 192'418 CHF | 194'218 CHF | 100.00% | 100.00% |
19.11.2024 | 0.91% | 1.06 CHF | 1.07 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 195'919 CHF | 197'719 CHF | 100.00% | 100.00% |
18.11.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 191'084 CHF | 192'884 CHF | 100.00% | 100.00% |
15.11.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 192'496 CHF | 194'296 CHF | 100.00% | 100.00% |
14.11.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 180'000 | 180'000 | 181'848 | 181'848 | 204'552 CHF | 206'370 CHF | 99.33% | 99.33% |
13.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 224'600 CHF | 226'500 CHF | 100.00% | 100.00% |
12.11.2024 | 0.88% | 1.19 CHF | 1.20 CHF | 190'000 | 190'000 | 181'938 | 181'938 | 207'008 CHF | 208'827 CHF | 100.00% | 100.00% |
11.11.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 194'714 CHF | 196'514 CHF | 99.93% | 99.93% |
08.11.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 180'000 | 180'000 | 179'989 | 179'989 | 195'385 CHF | 197'185 CHF | 100.00% | 100.00% |
07.11.2024 | 0.95% | 1.02 CHF | 1.03 CHF | 170'000 | 170'000 | 171'563 | 171'563 | 178'993 CHF | 180'708 CHF | 100.00% | 100.00% |