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 | 0.59% | 1.65 CHF | 1.66 CHF | 130'000 | 130'000 | 121'130 | 121'130 | 204'513 CHF | 205'725 CHF | 100.00% | 100.00% |
19.11.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 210'894 CHF | 212'194 CHF | 99.86% | 99.86% |
18.11.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 130'000 | 130'000 | 128'133 | 128'133 | 211'870 CHF | 213'151 CHF | 100.00% | 100.00% |
15.11.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 120'000 | 120'000 | 122'594 | 122'594 | 206'695 CHF | 207'921 CHF | 100.00% | 100.00% |
14.11.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 130'000 | 130'000 | 129'010 | 129'010 | 214'595 CHF | 215'885 CHF | 100.00% | 100.00% |
13.11.2024 | 0.60% | 1.70 CHF | 1.71 CHF | 120'000 | 120'000 | 126'494 | 126'494 | 209'123 CHF | 210'388 CHF | 100.00% | 100.00% |
12.11.2024 | 0.59% | 1.66 CHF | 1.67 CHF | 130'000 | 130'000 | 122'197 | 122'197 | 205'466 CHF | 206'688 CHF | 99.88% | 99.88% |
11.11.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 209'753 CHF | 210'953 CHF | 100.00% | 100.00% |
08.11.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 203'950 CHF | 205'150 CHF | 98.92% | 98.92% |
07.11.2024 | 0.59% | 1.66 CHF | 1.67 CHF | 130'000 | 130'000 | 123'479 | 123'479 | 207'543 CHF | 208'778 CHF | 100.00% | 100.00% |