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 | 0.60% | 1.62 CHF | 1.63 CHF | 130'000 | 130'000 | 121'130 | 121'130 | 200'530 CHF | 201'742 CHF | 100.00% | 100.00% |
19.11.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 206'464 CHF | 207'764 CHF | 99.90% | 99.90% |
18.11.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 130'000 | 130'000 | 128'133 | 128'133 | 207'486 CHF | 208'767 CHF | 100.00% | 100.00% |
15.11.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 120'000 | 120'000 | 122'592 | 122'592 | 202'483 CHF | 203'709 CHF | 100.00% | 100.00% |
14.11.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 130'000 | 130'000 | 129'008 | 129'008 | 210'306 CHF | 211'596 CHF | 100.00% | 100.00% |
13.11.2024 | 0.62% | 1.67 CHF | 1.68 CHF | 120'000 | 120'000 | 126'490 | 126'490 | 204'972 CHF | 206'237 CHF | 100.00% | 100.00% |
12.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 130'000 | 130'000 | 122'199 | 122'199 | 201'319 CHF | 202'541 CHF | 99.90% | 99.90% |
11.11.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 205'875 CHF | 207'075 CHF | 100.00% | 100.00% |
08.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 200'014 CHF | 201'214 CHF | 98.95% | 98.95% |
07.11.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 130'000 | 130'000 | 123'476 | 123'476 | 203'317 CHF | 204'552 CHF | 100.00% | 100.00% |