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 | 1.85% | 0.55 CHF | 0.56 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 91'077 CHF | 92'777 CHF | 100.00% | 100.00% |
19.11.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 90'004 CHF | 91'704 CHF | 100.00% | 100.00% |
18.11.2024 | 1.84% | 0.52 CHF | 0.53 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 91'414 CHF | 93'114 CHF | 100.00% | 100.00% |
15.11.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 92'636 CHF | 94'336 CHF | 100.00% | 100.00% |
14.11.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 96'224 CHF | 97'924 CHF | 99.33% | 99.33% |
13.11.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 170'000 | 170'000 | 171'303 | 171'303 | 105'353 CHF | 107'066 CHF | 100.00% | 100.00% |
12.11.2024 | 1.70% | 0.62 CHF | 0.63 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 99'235 CHF | 100'934 CHF | 100.00% | 100.00% |
11.11.2024 | 1.80% | 0.57 CHF | 0.58 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 93'566 CHF | 95'266 CHF | 99.93% | 99.93% |
08.11.2024 | 1.82% | 0.56 CHF | 0.57 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 92'411 CHF | 94'111 CHF | 100.00% | 100.00% |
07.11.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 87'627 CHF | 89'327 CHF | 100.00% | 100.00% |