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 | 0.69% | 1.39 CHF | 1.40 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 57'600 CHF | 29'000 CHF | 100.00% | 100.00% |
19.11.2024 | 0.72% | 1.42 CHF | 1.43 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 55'530 CHF | 27'965 CHF | 100.00% | 100.00% |
18.11.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 55'671 CHF | 28'036 CHF | 100.00% | 100.00% |
15.11.2024 | 0.69% | 1.41 CHF | 1.42 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 58'049 CHF | 29'225 CHF | 100.00% | 100.00% |
14.11.2024 | 0.68% | 1.54 CHF | 1.55 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 59'034 CHF | 29'717 CHF | 99.44% | 99.44% |
13.11.2024 | 0.73% | 1.38 CHF | 1.39 CHF | 40'000 | 20'000 | 40'000 | 19'804 | 54'740 CHF | 27'305 CHF | 98.88% | 98.88% |
12.11.2024 | 0.69% | 1.40 CHF | 1.41 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 58'127 CHF | 29'264 CHF | 100.00% | 100.00% |
11.11.2024 | 0.62% | 1.58 CHF | 1.59 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 64'005 CHF | 32'203 CHF | 100.00% | 100.00% |
08.11.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 62'513 CHF | 31'456 CHF | 100.00% | 100.00% |
07.11.2024 | 0.62% | 1.65 CHF | 1.66 CHF | 40'000 | 20'000 | 30'943 | 19'351 | 52'207 CHF | 32'885 CHF | 99.06% | 99.06% |