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% | 1.49 CHF | 1.50 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 61'671 CHF | 31'036 CHF | 100.00% | 100.00% |
19.11.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 59'597 CHF | 29'998 CHF | 100.00% | 100.00% |
18.11.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 59'725 CHF | 30'062 CHF | 100.00% | 100.00% |
15.11.2024 | 0.64% | 1.51 CHF | 1.52 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 62'049 CHF | 31'225 CHF | 100.00% | 100.00% |
14.11.2024 | 0.63% | 1.64 CHF | 1.65 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 63'099 CHF | 31'750 CHF | 99.44% | 99.44% |
13.11.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 40'000 | 20'000 | 40'000 | 19'804 | 58'802 CHF | 29'316 CHF | 98.88% | 98.88% |
12.11.2024 | 0.64% | 1.50 CHF | 1.51 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 62'200 CHF | 31'300 CHF | 100.00% | 100.00% |
11.11.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 30'000 | 20'000 | 30'066 | 20'000 | 51'157 CHF | 34'232 CHF | 100.00% | 100.00% |
08.11.2024 | 0.60% | 1.63 CHF | 1.64 CHF | 40'000 | 20'000 | 35'653 | 20'000 | 59'144 CHF | 33'456 CHF | 100.00% | 100.00% |
07.11.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 30'000 | 20'000 | 30'000 | 19'351 | 53'692 CHF | 34'851 CHF | 99.06% | 99.06% |