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 | 0.64% | 1.51 CHF | 1.52 CHF | 130'000 | 130'000 | 121'130 | 121'130 | 187'827 CHF | 189'039 CHF | 100.00% | 100.00% |
19.11.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 192'826 CHF | 194'126 CHF | 99.89% | 99.89% |
18.11.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 130'000 | 130'000 | 128'133 | 128'133 | 194'063 CHF | 195'344 CHF | 100.00% | 100.00% |
15.11.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 120'000 | 120'000 | 122'591 | 122'591 | 189'672 CHF | 190'898 CHF | 100.00% | 100.00% |
14.11.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 130'000 | 130'000 | 129'010 | 129'010 | 196'699 CHF | 197'989 CHF | 100.00% | 100.00% |
13.11.2024 | 0.66% | 1.56 CHF | 1.57 CHF | 120'000 | 120'000 | 126'491 | 126'491 | 191'609 CHF | 192'874 CHF | 100.00% | 100.00% |
12.11.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 130'000 | 130'000 | 122'198 | 122'198 | 188'605 CHF | 189'827 CHF | 99.93% | 99.93% |
11.11.2024 | 0.62% | 1.59 CHF | 1.60 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 193'353 CHF | 194'553 CHF | 100.00% | 100.00% |
08.11.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 187'452 CHF | 188'652 CHF | 98.94% | 98.94% |
07.11.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 130'000 | 130'000 | 123'476 | 123'476 | 190'502 CHF | 191'737 CHF | 100.00% | 100.00% |