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 | 0.73% | 1.33 CHF | 1.34 CHF | 130'000 | 130'000 | 121'130 | 121'130 | 165'832 CHF | 167'044 CHF | 100.00% | 100.00% |
19.11.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 169'411 CHF | 170'711 CHF | 99.91% | 99.91% |
18.11.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 130'000 | 130'000 | 128'133 | 128'133 | 170'878 CHF | 172'159 CHF | 100.00% | 100.00% |
15.11.2024 | 0.73% | 1.35 CHF | 1.36 CHF | 120'000 | 120'000 | 122'593 | 122'593 | 167'570 CHF | 168'796 CHF | 100.00% | 100.00% |
14.11.2024 | 0.74% | 1.34 CHF | 1.35 CHF | 130'000 | 130'000 | 129'008 | 129'008 | 173'417 CHF | 174'707 CHF | 100.00% | 100.00% |
13.11.2024 | 0.75% | 1.38 CHF | 1.39 CHF | 120'000 | 120'000 | 126'493 | 126'493 | 168'771 CHF | 170'036 CHF | 100.00% | 100.00% |
12.11.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 130'000 | 130'000 | 122'198 | 122'198 | 166'457 CHF | 167'679 CHF | 99.93% | 99.93% |
11.11.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 171'369 CHF | 172'569 CHF | 100.00% | 100.00% |
08.11.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 165'606 CHF | 166'806 CHF | 98.97% | 98.97% |
07.11.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 130'000 | 130'000 | 123'479 | 123'479 | 168'139 CHF | 169'374 CHF | 100.00% | 100.00% |