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 | 0.57% | 1.72 CHF | 1.73 CHF | 130'000 | 130'000 | 121'130 | 121'130 | 213'466 CHF | 214'677 CHF | 100.00% | 100.00% |
19.11.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 220'364 CHF | 221'664 CHF | 99.91% | 99.91% |
18.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 130'000 | 130'000 | 128'133 | 128'133 | 221'234 CHF | 222'516 CHF | 100.00% | 100.00% |
15.11.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 120'000 | 120'000 | 122'590 | 122'590 | 215'641 CHF | 216'867 CHF | 100.00% | 100.00% |
14.11.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 130'000 | 130'000 | 129'010 | 129'010 | 224'053 CHF | 225'343 CHF | 100.00% | 100.00% |
13.11.2024 | 0.58% | 1.77 CHF | 1.78 CHF | 120'000 | 120'000 | 126'491 | 126'491 | 218'377 CHF | 219'642 CHF | 100.00% | 100.00% |
12.11.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 130'000 | 130'000 | 122'199 | 122'199 | 214'369 CHF | 215'591 CHF | 99.93% | 99.93% |
11.11.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 218'739 CHF | 219'939 CHF | 100.00% | 100.00% |
08.11.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 212'854 CHF | 214'054 CHF | 98.98% | 98.98% |
07.11.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 130'000 | 130'000 | 123'476 | 123'476 | 216'528 CHF | 217'763 CHF | 100.00% | 100.00% |