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 | 0.85% | 1.13 CHF | 1.14 CHF | 130'000 | 130'000 | 121'130 | 121'130 | 141'149 CHF | 142'361 CHF | 100.00% | 100.00% |
19.11.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 143'082 CHF | 144'382 CHF | 99.89% | 99.89% |
18.11.2024 | 0.88% | 1.12 CHF | 1.13 CHF | 130'000 | 130'000 | 128'133 | 128'133 | 144'893 CHF | 146'174 CHF | 100.00% | 100.00% |
15.11.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 120'000 | 120'000 | 122'594 | 122'594 | 142'624 CHF | 143'850 CHF | 100.00% | 100.00% |
14.11.2024 | 0.87% | 1.13 CHF | 1.14 CHF | 130'000 | 130'000 | 129'010 | 129'010 | 147'260 CHF | 148'551 CHF | 100.00% | 100.00% |
13.11.2024 | 0.88% | 1.18 CHF | 1.19 CHF | 120'000 | 120'000 | 126'489 | 126'489 | 143'132 CHF | 144'397 CHF | 100.00% | 100.00% |
12.11.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 130'000 | 130'000 | 122'199 | 122'199 | 141'680 CHF | 142'902 CHF | 99.93% | 99.93% |
11.11.2024 | 0.81% | 1.20 CHF | 1.21 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 147'004 CHF | 148'204 CHF | 100.00% | 100.00% |
08.11.2024 | 0.85% | 1.17 CHF | 1.18 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 141'388 CHF | 142'588 CHF | 98.94% | 98.94% |
07.11.2024 | 0.86% | 1.14 CHF | 1.15 CHF | 130'000 | 130'000 | 123'476 | 123'476 | 143'062 CHF | 144'297 CHF | 100.00% | 100.00% |