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 | 0.60% | 1.64 CHF | 1.65 CHF | 40'000 | 25'000 | 38'300 | 25'000 | 63'314 CHF | 41'602 CHF | 100.00% | 100.00% |
19.11.2024 | 0.59% | 1.64 CHF | 1.65 CHF | 40'000 | 25'000 | 32'085 | 25'000 | 54'546 CHF | 42'877 CHF | 100.00% | 100.00% |
18.11.2024 | 0.60% | 1.76 CHF | 1.77 CHF | 30'000 | 25'000 | 36'996 | 25'000 | 60'847 CHF | 41'519 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 1.59 CHF | 1.60 CHF | 40'000 | 25'000 | 29'616 | 20'444 | 48'404 CHF | 33'733 CHF | 100.00% | 100.00% |
14.11.2024 | 0.59% | 1.76 CHF | 1.77 CHF | 30'000 | 25'000 | 31'064 | 25'000 | 52'864 CHF | 42'846 CHF | 99.44% | 99.44% |
13.11.2024 | 0.65% | 1.85 CHF | 1.86 CHF | 30'000 | 25'000 | 35'999 | 24'280 | 57'205 CHF | 39'117 CHF | 98.42% | 98.42% |
12.11.2024 | 0.49% | 1.83 CHF | 1.85 CHF | 12'500 | 12'500 | 29'335 | 24'525 | 62'966 CHF | 52'868 CHF | 99.23% | 99.23% |
11.11.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 68'668 CHF | 57'473 CHF | 100.00% | 100.00% |
08.11.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 65'183 CHF | 54'569 CHF | 100.00% | 100.00% |
07.11.2024 | 0.47% | 2.18 CHF | 2.19 CHF | 30'000 | 25'000 | 30'000 | 24'221 | 66'226 CHF | 53'740 CHF | 99.06% | 99.06% |