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 | 1.28% | 0.79 CHF | 0.80 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 131'676 CHF | 133'376 CHF | 100.00% | 100.00% |
19.11.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 130'626 CHF | 132'326 CHF | 100.00% | 100.00% |
18.11.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 132'057 CHF | 133'757 CHF | 100.00% | 100.00% |
15.11.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 133'459 CHF | 135'159 CHF | 100.00% | 100.00% |
14.11.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 136'981 CHF | 138'681 CHF | 99.33% | 99.33% |
13.11.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 170'000 | 170'000 | 171'300 | 171'300 | 146'443 CHF | 148'156 CHF | 100.00% | 100.00% |
12.11.2024 | 1.21% | 0.86 CHF | 0.87 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 139'981 CHF | 141'681 CHF | 100.00% | 100.00% |
11.11.2024 | 1.26% | 0.81 CHF | 0.82 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 134'240 CHF | 135'940 CHF | 99.93% | 99.93% |
08.11.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 133'262 CHF | 134'962 CHF | 100.00% | 100.00% |
07.11.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 128'636 CHF | 130'336 CHF | 100.00% | 100.00% |