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 | 0.86% | 1.17 CHF | 1.18 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 144'894 CHF | 146'144 CHF | 100.00% | 100.00% |
19.11.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 146'297 CHF | 147'547 CHF | 100.00% | 100.00% |
18.11.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 174'320 CHF | 175'820 CHF | 100.00% | 100.00% |
15.11.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 169'020 CHF | 170'520 CHF | 100.00% | 100.00% |
14.11.2024 | 0.90% | 1.07 CHF | 1.08 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 165'110 CHF | 166'610 CHF | 100.00% | 100.00% |
13.11.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 168'284 CHF | 169'784 CHF | 100.00% | 100.00% |
12.11.2024 | 0.92% | 1.10 CHF | 1.11 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 162'825 CHF | 164'325 CHF | 100.00% | 100.00% |
11.11.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 158'574 CHF | 160'074 CHF | 100.00% | 100.00% |
08.11.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 159'471 CHF | 160'971 CHF | 100.00% | 100.00% |
07.11.2024 | 0.95% | 1.07 CHF | 1.08 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 156'946 CHF | 158'446 CHF | 100.00% | 100.00% |