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% | 1.65 CHF | 1.66 CHF | 40'000 | 25'000 | 34'671 | 25'000 | 57'703 CHF | 41'900 CHF | 100.00% | 100.00% |
19.11.2024 | 0.58% | 1.66 CHF | 1.67 CHF | 40'000 | 25'000 | 31'996 | 25'000 | 54'779 CHF | 43'176 CHF | 100.00% | 100.00% |
18.11.2024 | 0.60% | 1.78 CHF | 1.79 CHF | 30'000 | 25'000 | 36'129 | 25'000 | 59'838 CHF | 41'816 CHF | 100.00% | 100.00% |
15.11.2024 | 0.80% | 1.60 CHF | 1.61 CHF | 40'000 | 25'000 | 28'245 | 20'444 | 46'458 CHF | 33'971 CHF | 100.00% | 100.00% |
14.11.2024 | 0.58% | 1.77 CHF | 1.78 CHF | 30'000 | 25'000 | 30'787 | 25'000 | 52'750 CHF | 43'128 CHF | 99.44% | 99.44% |
13.11.2024 | 0.65% | 1.86 CHF | 1.87 CHF | 30'000 | 25'000 | 35'801 | 24'280 | 57'298 CHF | 39'403 CHF | 98.42% | 98.42% |
12.11.2024 | 0.48% | 1.84 CHF | 1.86 CHF | 12'500 | 12'500 | 29'335 | 24'525 | 63'280 CHF | 53'131 CHF | 99.23% | 99.23% |
11.11.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 68'968 CHF | 57'723 CHF | 100.00% | 100.00% |
08.11.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 65'483 CHF | 54'819 CHF | 100.00% | 100.00% |
07.11.2024 | 0.47% | 2.20 CHF | 2.21 CHF | 30'000 | 25'000 | 30'000 | 24'221 | 66'568 CHF | 54'017 CHF | 99.06% | 99.06% |