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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.11.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 103'251 CHF | 105'051 CHF | 100.00% | 100.00% |
20.11.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 103'865 CHF | 105'665 CHF | 100.00% | 100.00% |
19.11.2024 | 1.67% | 0.57 CHF | 0.58 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 107'254 CHF | 109'054 CHF | 100.00% | 100.00% |
18.11.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 102'247 CHF | 104'047 CHF | 100.00% | 100.00% |
15.11.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 103'490 CHF | 105'290 CHF | 100.00% | 100.00% |
14.11.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 180'000 | 180'000 | 181'848 | 181'848 | 114'740 CHF | 116'558 CHF | 99.34% | 99.34% |
13.11.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 130'896 CHF | 132'796 CHF | 100.00% | 100.00% |
12.11.2024 | 1.54% | 0.70 CHF | 0.71 CHF | 190'000 | 190'000 | 181'938 | 181'938 | 117'144 CHF | 118'963 CHF | 100.00% | 100.00% |
11.11.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 105'738 CHF | 107'538 CHF | 99.93% | 99.93% |
08.11.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 180'000 | 180'000 | 179'989 | 179'989 | 106'318 CHF | 108'117 CHF | 100.00% | 100.00% |