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 | 0.77% | 1.24 CHF | 1.25 CHF | 50'000 | 20'000 | 41'268 | 20'000 | 53'076 CHF | 25'953 CHF | 100.00% | 100.00% |
19.11.2024 | 0.81% | 1.26 CHF | 1.27 CHF | 40'000 | 20'000 | 46'319 | 20'000 | 57'136 CHF | 24'905 CHF | 100.00% | 100.00% |
18.11.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 40'000 | 20'000 | 45'157 | 20'000 | 55'935 CHF | 25'008 CHF | 100.00% | 100.00% |
15.11.2024 | 0.77% | 1.26 CHF | 1.27 CHF | 40'000 | 20'000 | 40'094 | 20'000 | 52'060 CHF | 26'172 CHF | 100.00% | 100.00% |
14.11.2024 | 0.75% | 1.38 CHF | 1.39 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 52'936 CHF | 26'668 CHF | 99.44% | 99.44% |
13.11.2024 | 0.83% | 1.23 CHF | 1.24 CHF | 50'000 | 20'000 | 47'730 | 19'804 | 57'999 CHF | 24'323 CHF | 98.88% | 98.88% |
12.11.2024 | 0.77% | 1.25 CHF | 1.26 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 52'042 CHF | 26'221 CHF | 100.00% | 100.00% |
11.11.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 57'905 CHF | 29'152 CHF | 100.00% | 100.00% |
08.11.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 56'423 CHF | 28'412 CHF | 100.00% | 100.00% |
07.11.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 40'000 | 20'000 | 40'000 | 19'351 | 61'425 CHF | 29'931 CHF | 99.06% | 99.06% |