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 | 1.58% | 0.64 CHF | 0.65 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 107'035 CHF | 108'735 CHF | 100.00% | 100.00% |
19.11.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 105'815 CHF | 107'515 CHF | 100.00% | 100.00% |
18.11.2024 | 1.57% | 0.61 CHF | 0.62 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 107'182 CHF | 108'882 CHF | 100.00% | 100.00% |
15.11.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 108'645 CHF | 110'345 CHF | 100.00% | 100.00% |
14.11.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 112'126 CHF | 113'826 CHF | 99.33% | 99.33% |
13.11.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 170'000 | 170'000 | 171'299 | 171'299 | 121'203 CHF | 122'916 CHF | 100.00% | 100.00% |
12.11.2024 | 1.47% | 0.71 CHF | 0.72 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 115'086 CHF | 116'786 CHF | 100.00% | 100.00% |
11.11.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 109'343 CHF | 111'043 CHF | 99.93% | 99.93% |
08.11.2024 | 1.56% | 0.66 CHF | 0.67 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 108'230 CHF | 109'930 CHF | 100.00% | 100.00% |
07.11.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 103'557 CHF | 105'257 CHF | 100.00% | 100.00% |