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 | 0.53% | 1.85 CHF | 1.86 CHF | 130'000 | 130'000 | 121'130 | 121'130 | 229'470 CHF | 230'681 CHF | 100.00% | 100.00% |
19.11.2024 | 0.55% | 1.86 CHF | 1.87 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 237'707 CHF | 239'007 CHF | 99.83% | 99.83% |
18.11.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 130'000 | 130'000 | 128'133 | 128'133 | 238'267 CHF | 239'549 CHF | 100.00% | 100.00% |
15.11.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 120'000 | 120'000 | 122'595 | 122'595 | 231'892 CHF | 233'118 CHF | 100.00% | 100.00% |
14.11.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 130'000 | 130'000 | 129'005 | 129'005 | 241'161 CHF | 242'451 CHF | 100.00% | 100.00% |
13.11.2024 | 0.54% | 1.91 CHF | 1.92 CHF | 120'000 | 120'000 | 126'489 | 126'489 | 235'350 CHF | 236'615 CHF | 100.00% | 100.00% |
12.11.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 130'000 | 130'000 | 122'200 | 122'200 | 230'623 CHF | 231'845 CHF | 99.86% | 99.86% |
11.11.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 234'482 CHF | 235'682 CHF | 100.00% | 100.00% |
08.11.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 228'613 CHF | 229'813 CHF | 98.88% | 98.88% |
07.11.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 130'000 | 130'000 | 123'478 | 123'478 | 232'930 CHF | 234'165 CHF | 100.00% | 100.00% |