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 | 0.75% | 1.28 CHF | 1.29 CHF | 130'000 | 130'000 | 121'130 | 121'130 | 159'904 CHF | 161'115 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 163'036 CHF | 164'336 CHF | 99.84% | 99.84% |
18.11.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 130'000 | 130'000 | 128'133 | 128'133 | 164'623 CHF | 165'904 CHF | 100.00% | 100.00% |
15.11.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 120'000 | 120'000 | 122'590 | 122'590 | 161'554 CHF | 162'780 CHF | 100.00% | 100.00% |
14.11.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 130'000 | 130'000 | 129'010 | 129'010 | 167'039 CHF | 168'329 CHF | 100.00% | 100.00% |
13.11.2024 | 0.77% | 1.33 CHF | 1.34 CHF | 120'000 | 120'000 | 126'490 | 126'490 | 162'624 CHF | 163'889 CHF | 100.00% | 100.00% |
12.11.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 130'000 | 130'000 | 122'198 | 122'198 | 160'459 CHF | 161'681 CHF | 99.86% | 99.86% |
11.11.2024 | 0.72% | 1.36 CHF | 1.37 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 165'535 CHF | 166'735 CHF | 100.00% | 100.00% |
08.11.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 159'888 CHF | 161'088 CHF | 98.91% | 98.91% |
07.11.2024 | 0.76% | 1.29 CHF | 1.30 CHF | 130'000 | 130'000 | 123'478 | 123'478 | 162'071 CHF | 163'305 CHF | 100.00% | 100.00% |