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 | 0.79% | 1.28 CHF | 1.29 CHF | 175'000 | 175'000 | 170'242 | 170'242 | 215'608 CHF | 217'311 CHF | 100.00% | 100.00% |
19.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 170'000 | 170'000 | 173'356 | 173'356 | 222'255 CHF | 223'989 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 170'000 | 170'000 | 168'743 | 168'743 | 211'385 CHF | 213'072 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 165'000 | 165'000 | 165'350 | 165'350 | 206'187 CHF | 207'840 CHF | 100.00% | 100.00% |
14.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 170'000 | 170'000 | 171'659 | 171'659 | 219'821 CHF | 221'537 CHF | 100.00% | 100.00% |
13.11.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 175'000 | 175'000 | 170'498 | 170'498 | 218'029 CHF | 219'734 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 170'000 | 170'000 | 169'298 | 169'298 | 213'052 CHF | 214'745 CHF | 99.85% | 99.85% |
11.11.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 165'000 | 165'000 | 169'132 | 169'132 | 212'790 CHF | 214'481 CHF | 99.66% | 99.66% |
08.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 170'000 | 170'000 | 168'538 | 168'538 | 212'586 CHF | 214'271 CHF | 99.15% | 99.15% |
07.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 170'000 | 170'000 | 169'299 | 169'299 | 216'210 CHF | 217'903 CHF | 100.00% | 100.00% |