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 | 0.91% | 1.05 CHF | 1.06 CHF | 140'000 | 140'000 | 131'128 | 131'128 | 143'289 CHF | 144'601 CHF | 100.00% | 100.00% |
19.11.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 144'960 CHF | 146'360 CHF | 99.84% | 99.84% |
18.11.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 140'000 | 140'000 | 138'129 | 138'129 | 145'826 CHF | 147'207 CHF | 100.00% | 100.00% |
15.11.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 130'000 | 130'000 | 132'581 | 132'581 | 143'409 CHF | 144'735 CHF | 100.00% | 100.00% |
14.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 140'000 | 140'000 | 139'021 | 139'021 | 147'707 CHF | 149'098 CHF | 100.00% | 100.00% |
13.11.2024 | 0.94% | 1.10 CHF | 1.11 CHF | 130'000 | 130'000 | 136'482 | 136'482 | 144'122 CHF | 145'486 CHF | 100.00% | 100.00% |
12.11.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 140'000 | 140'000 | 132'214 | 132'214 | 143'259 CHF | 144'581 CHF | 99.85% | 99.85% |
11.11.2024 | 0.86% | 1.13 CHF | 1.14 CHF | 130'000 | 130'000 | 129'997 | 129'997 | 149'771 CHF | 151'071 CHF | 100.00% | 100.00% |
08.11.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 143'680 CHF | 144'980 CHF | 98.58% | 98.58% |
07.11.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 140'000 | 140'000 | 133'468 | 133'468 | 144'658 CHF | 145'993 CHF | 100.00% | 100.00% |