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 | 170'243 | 170'243 | 199'166 CHF | 200'868 CHF | 100.00% | 100.00% |
19.11.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 170'000 | 170'000 | 173'355 | 173'355 | 206'265 CHF | 207'999 CHF | 100.00% | 100.00% |
18.11.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 170'000 | 170'000 | 168'743 | 168'743 | 195'534 CHF | 197'222 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 165'000 | 165'000 | 165'350 | 165'350 | 190'563 CHF | 192'216 CHF | 100.00% | 100.00% |
14.11.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 170'000 | 170'000 | 171'658 | 171'658 | 203'986 CHF | 205'702 CHF | 100.00% | 100.00% |
13.11.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 175'000 | 175'000 | 170'498 | 170'498 | 201'900 CHF | 203'605 CHF | 100.00% | 100.00% |
12.11.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 170'000 | 170'000 | 169'299 | 169'299 | 197'331 CHF | 199'024 CHF | 99.85% | 99.85% |
11.11.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 165'000 | 165'000 | 169'132 | 169'132 | 197'128 CHF | 198'819 CHF | 99.70% | 99.70% |
08.11.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 170'000 | 170'000 | 168'540 | 168'540 | 196'895 CHF | 198'580 CHF | 99.24% | 99.24% |
07.11.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 170'000 | 170'000 | 169'299 | 169'299 | 200'130 CHF | 201'822 CHF | 100.00% | 100.00% |