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 | 0.50% | 1.97 CHF | 1.98 CHF | 130'000 | 130'000 | 121'130 | 121'130 | 243'071 CHF | 244'283 CHF | 100.00% | 100.00% |
19.11.2024 | 0.51% | 1.97 CHF | 1.98 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 252'144 CHF | 253'444 CHF | 99.91% | 99.91% |
18.11.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 130'000 | 130'000 | 128'133 | 128'133 | 252'471 CHF | 253'752 CHF | 100.00% | 100.00% |
15.11.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 120'000 | 120'000 | 122'594 | 122'594 | 245'530 CHF | 246'756 CHF | 100.00% | 100.00% |
14.11.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 130'000 | 130'000 | 129'010 | 129'010 | 255'611 CHF | 256'901 CHF | 100.00% | 100.00% |
13.11.2024 | 0.51% | 2.02 CHF | 2.03 CHF | 120'000 | 120'000 | 126'488 | 126'488 | 249'356 CHF | 250'621 CHF | 100.00% | 100.00% |
12.11.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 130'000 | 130'000 | 122'199 | 122'199 | 244'223 CHF | 245'445 CHF | 99.93% | 99.93% |
11.11.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 248'006 CHF | 249'206 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 242'141 CHF | 243'341 CHF | 98.97% | 98.97% |
07.11.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 130'000 | 130'000 | 123'478 | 123'478 | 246'663 CHF | 247'898 CHF | 100.00% | 100.00% |