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 | 0.65% | 1.51 CHF | 1.52 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 61'040 CHF | 38'400 CHF | 100.00% | 100.00% |
19.11.2024 | 0.63% | 1.52 CHF | 1.53 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 63'127 CHF | 39'704 CHF | 100.00% | 100.00% |
18.11.2024 | 0.66% | 1.64 CHF | 1.65 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 60'905 CHF | 38'316 CHF | 100.00% | 100.00% |
15.11.2024 | 0.87% | 1.46 CHF | 1.47 CHF | 40'000 | 25'000 | 29'977 | 20'444 | 45'193 CHF | 31'131 CHF | 100.00% | 100.00% |
14.11.2024 | 0.63% | 1.63 CHF | 1.64 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 63'039 CHF | 39'649 CHF | 99.44% | 99.44% |
13.11.2024 | 0.71% | 1.72 CHF | 1.73 CHF | 30'000 | 25'000 | 38'426 | 24'280 | 56'485 CHF | 36'026 CHF | 98.42% | 98.42% |
12.11.2024 | 0.52% | 1.70 CHF | 1.72 CHF | 12'500 | 12'500 | 29'335 | 24'525 | 59'224 CHF | 49'740 CHF | 99.23% | 99.23% |
11.11.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 64'827 CHF | 54'273 CHF | 100.00% | 100.00% |
08.11.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 61'357 CHF | 51'381 CHF | 100.00% | 100.00% |
07.11.2024 | 0.50% | 2.06 CHF | 2.07 CHF | 30'000 | 25'000 | 30'000 | 24'221 | 62'390 CHF | 50'642 CHF | 99.06% | 99.06% |