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 | 50'000 | 20'000 | 50'000 | 20'000 | 58'952 CHF | 23'781 CHF | 100.00% | 100.00% |
19.11.2024 | 0.88% | 1.16 CHF | 1.17 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 56'357 CHF | 22'743 CHF | 100.00% | 100.00% |
18.11.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 56'520 CHF | 22'808 CHF | 100.00% | 100.00% |
15.11.2024 | 0.84% | 1.15 CHF | 1.16 CHF | 50'000 | 20'000 | 49'853 | 20'000 | 59'310 CHF | 23'998 CHF | 100.00% | 100.00% |
14.11.2024 | 0.82% | 1.27 CHF | 1.28 CHF | 40'000 | 20'000 | 47'643 | 20'000 | 57'776 CHF | 24'500 CHF | 99.44% | 99.44% |
13.11.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 50'000 | 20'000 | 50'000 | 19'804 | 55'425 CHF | 22'156 CHF | 98.88% | 98.88% |
12.11.2024 | 0.84% | 1.14 CHF | 1.15 CHF | 50'000 | 20'000 | 49'929 | 20'000 | 59'529 CHF | 24'048 CHF | 100.00% | 100.00% |
11.11.2024 | 0.74% | 1.32 CHF | 1.33 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 53'581 CHF | 26'990 CHF | 100.00% | 100.00% |
08.11.2024 | 0.77% | 1.27 CHF | 1.28 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 52'113 CHF | 26'256 CHF | 100.00% | 100.00% |
07.11.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 40'000 | 20'000 | 40'000 | 19'351 | 57'127 CHF | 27'853 CHF | 99.06% | 99.06% |