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 | 0.71% | 1.37 CHF | 1.38 CHF | 130'000 | 130'000 | 121'130 | 121'130 | 170'465 CHF | 171'676 CHF | 100.00% | 100.00% |
19.11.2024 | 0.74% | 1.37 CHF | 1.38 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 174'437 CHF | 175'737 CHF | 99.88% | 99.88% |
18.11.2024 | 0.73% | 1.36 CHF | 1.37 CHF | 130'000 | 130'000 | 128'133 | 128'133 | 175'892 CHF | 177'173 CHF | 100.00% | 100.00% |
15.11.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 120'000 | 120'000 | 122'594 | 122'594 | 172'219 CHF | 173'445 CHF | 100.00% | 100.00% |
14.11.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 130'000 | 130'000 | 129'010 | 129'010 | 178'365 CHF | 179'655 CHF | 100.00% | 100.00% |
13.11.2024 | 0.73% | 1.42 CHF | 1.43 CHF | 120'000 | 120'000 | 126'489 | 126'489 | 173'714 CHF | 174'979 CHF | 100.00% | 100.00% |
12.11.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 130'000 | 130'000 | 122'199 | 122'199 | 171'129 CHF | 172'351 CHF | 99.90% | 99.90% |
11.11.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 176'045 CHF | 177'245 CHF | 100.00% | 100.00% |
08.11.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 170'315 CHF | 171'515 CHF | 98.91% | 98.91% |
07.11.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 130'000 | 130'000 | 123'478 | 123'478 | 172'821 CHF | 174'056 CHF | 100.00% | 100.00% |