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% | 1.52 CHF | 1.53 CHF | 130'000 | 130'000 | 121'130 | 121'130 | 189'179 CHF | 190'391 CHF | 100.00% | 100.00% |
19.11.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 194'477 CHF | 195'777 CHF | 99.88% | 99.88% |
18.11.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 130'000 | 130'000 | 128'133 | 128'133 | 195'736 CHF | 197'018 CHF | 100.00% | 100.00% |
15.11.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 120'000 | 120'000 | 122'595 | 122'595 | 191'206 CHF | 192'432 CHF | 100.00% | 100.00% |
14.11.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 130'000 | 130'000 | 129'005 | 129'005 | 198'267 CHF | 199'557 CHF | 100.00% | 100.00% |
13.11.2024 | 0.65% | 1.57 CHF | 1.58 CHF | 120'000 | 120'000 | 126'490 | 126'490 | 193'285 CHF | 194'550 CHF | 100.00% | 100.00% |
12.11.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 130'000 | 130'000 | 122'199 | 122'199 | 190'018 CHF | 191'240 CHF | 99.90% | 99.90% |
11.11.2024 | 0.61% | 1.60 CHF | 1.61 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 194'594 CHF | 195'794 CHF | 100.00% | 100.00% |
08.11.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 188'900 CHF | 190'100 CHF | 98.93% | 98.93% |
07.11.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 130'000 | 130'000 | 123'478 | 123'478 | 191'937 CHF | 193'172 CHF | 100.00% | 100.00% |