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% | 1.09 CHF | 1.10 CHF | 175'000 | 175'000 | 170'242 | 170'242 | 182'305 CHF | 184'007 CHF | 100.00% | 100.00% |
19.11.2024 | 0.91% | 1.07 CHF | 1.08 CHF | 170'000 | 170'000 | 173'354 | 173'354 | 189'056 CHF | 190'790 CHF | 100.00% | 100.00% |
18.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 170'000 | 170'000 | 168'743 | 168'743 | 178'708 CHF | 180'396 CHF | 100.00% | 100.00% |
15.11.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 165'000 | 165'000 | 165'350 | 165'350 | 174'106 CHF | 175'760 CHF | 100.00% | 100.00% |
14.11.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 170'000 | 170'000 | 171'657 | 171'657 | 187'047 CHF | 188'764 CHF | 100.00% | 100.00% |
13.11.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 175'000 | 175'000 | 170'498 | 170'498 | 185'037 CHF | 186'742 CHF | 100.00% | 100.00% |
12.11.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 170'000 | 170'000 | 169'298 | 169'298 | 180'490 CHF | 182'183 CHF | 99.85% | 99.85% |
11.11.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 165'000 | 165'000 | 169'133 | 169'133 | 180'265 CHF | 181'956 CHF | 99.65% | 99.65% |
08.11.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 170'000 | 170'000 | 168'543 | 168'543 | 180'069 CHF | 181'754 CHF | 99.47% | 99.47% |
07.11.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 170'000 | 170'000 | 169'299 | 169'299 | 183'208 CHF | 184'901 CHF | 100.00% | 100.00% |