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 | 0.56% | 1.75 CHF | 1.76 CHF | 130'000 | 130'000 | 121'130 | 121'130 | 217'200 CHF | 218'411 CHF | 100.00% | 100.00% |
19.11.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 224'463 CHF | 225'763 CHF | 99.88% | 99.88% |
18.11.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 130'000 | 130'000 | 128'133 | 128'133 | 225'304 CHF | 226'585 CHF | 100.00% | 100.00% |
15.11.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 120'000 | 120'000 | 122'593 | 122'593 | 219'530 CHF | 220'756 CHF | 100.00% | 100.00% |
14.11.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 130'000 | 130'000 | 129'008 | 129'008 | 228'108 CHF | 229'398 CHF | 100.00% | 100.00% |
13.11.2024 | 0.57% | 1.81 CHF | 1.82 CHF | 120'000 | 120'000 | 126'490 | 126'490 | 222'349 CHF | 223'614 CHF | 100.00% | 100.00% |
12.11.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 130'000 | 130'000 | 122'199 | 122'199 | 218'255 CHF | 219'477 CHF | 99.90% | 99.90% |
11.11.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 222'378 CHF | 223'578 CHF | 100.00% | 100.00% |
08.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 216'518 CHF | 217'718 CHF | 98.93% | 98.93% |
07.11.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 130'000 | 130'000 | 123'475 | 123'475 | 220'347 CHF | 221'582 CHF | 100.00% | 100.00% |