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 | 0.94% | 1.02 CHF | 1.03 CHF | 130'000 | 130'000 | 121'130 | 121'130 | 127'998 CHF | 129'209 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 128'805 CHF | 130'105 CHF | 99.87% | 99.87% |
18.11.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 130'000 | 130'000 | 128'133 | 128'133 | 130'870 CHF | 132'152 CHF | 100.00% | 100.00% |
15.11.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 120'000 | 120'000 | 122'593 | 122'593 | 129'349 CHF | 130'575 CHF | 100.00% | 100.00% |
14.11.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 130'000 | 130'000 | 129'010 | 129'010 | 133'209 CHF | 134'499 CHF | 100.00% | 100.00% |
13.11.2024 | 0.97% | 1.07 CHF | 1.08 CHF | 120'000 | 120'000 | 126'489 | 126'489 | 129'288 CHF | 130'553 CHF | 100.00% | 100.00% |
12.11.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 130'000 | 130'000 | 122'199 | 122'199 | 128'398 CHF | 129'620 CHF | 99.90% | 99.90% |
11.11.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 134'115 CHF | 135'315 CHF | 100.00% | 100.00% |
08.11.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 128'368 CHF | 129'568 CHF | 98.90% | 98.90% |
07.11.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 130'000 | 130'000 | 123'479 | 123'479 | 129'626 CHF | 130'861 CHF | 100.00% | 100.00% |