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 | 0.85% | 1.18 CHF | 1.19 CHF | 175'000 | 175'000 | 170'242 | 170'242 | 198'882 CHF | 200'585 CHF | 100.00% | 100.00% |
19.11.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 170'000 | 170'000 | 173'356 | 173'356 | 205'646 CHF | 207'380 CHF | 100.00% | 100.00% |
18.11.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 170'000 | 170'000 | 168'743 | 168'743 | 194'872 CHF | 196'560 CHF | 100.00% | 100.00% |
15.11.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 165'000 | 165'000 | 165'350 | 165'350 | 189'894 CHF | 191'548 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 170'000 | 170'000 | 171'658 | 171'658 | 203'052 CHF | 204'768 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 175'000 | 175'000 | 170'498 | 170'498 | 201'401 CHF | 203'106 CHF | 100.00% | 100.00% |
12.11.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 170'000 | 170'000 | 169'298 | 169'298 | 196'597 CHF | 198'290 CHF | 99.86% | 99.86% |
11.11.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 165'000 | 165'000 | 169'133 | 169'133 | 196'141 CHF | 197'832 CHF | 99.65% | 99.65% |
08.11.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 170'000 | 170'000 | 168'543 | 168'543 | 196'180 CHF | 197'865 CHF | 99.47% | 99.47% |
07.11.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 170'000 | 170'000 | 169'299 | 169'299 | 199'598 CHF | 201'291 CHF | 100.00% | 100.00% |