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 | 1.55% | 0.63 CHF | 0.64 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 115'383 CHF | 117'183 CHF | 100.00% | 100.00% |
19.11.2024 | 1.60% | 0.65 CHF | 0.66 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 111'678 CHF | 113'478 CHF | 100.00% | 100.00% |
18.11.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 117'772 CHF | 119'572 CHF | 100.00% | 100.00% |
15.11.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 117'145 CHF | 118'945 CHF | 100.00% | 100.00% |
14.11.2024 | 1.67% | 0.61 CHF | 0.62 CHF | 180'000 | 180'000 | 181'848 | 181'848 | 107'865 CHF | 109'683 CHF | 99.33% | 99.33% |
13.11.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 101'791 CHF | 103'691 CHF | 100.00% | 100.00% |
12.11.2024 | 1.71% | 0.53 CHF | 0.54 CHF | 190'000 | 190'000 | 181'938 | 181'938 | 105'649 CHF | 107'468 CHF | 100.00% | 100.00% |
11.11.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 115'151 CHF | 116'951 CHF | 99.93% | 99.93% |
08.11.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 180'000 | 180'000 | 179'990 | 179'990 | 115'914 CHF | 117'714 CHF | 100.00% | 100.00% |
07.11.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 170'000 | 170'000 | 171'563 | 171'563 | 119'208 CHF | 120'924 CHF | 100.00% | 100.00% |