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% | 1.62 CHF | 1.63 CHF | 40'000 | 20'000 | 33'758 | 20'000 | 56'253 CHF | 33'600 CHF | 100.00% | 100.00% |
19.11.2024 | 0.62% | 1.65 CHF | 1.66 CHF | 40'000 | 20'000 | 39'950 | 20'000 | 64'647 CHF | 32'565 CHF | 100.00% | 100.00% |
18.11.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 64'925 CHF | 32'662 CHF | 100.00% | 100.00% |
15.11.2024 | 0.59% | 1.64 CHF | 1.65 CHF | 40'000 | 20'000 | 32'419 | 20'000 | 54'424 CHF | 33'825 CHF | 100.00% | 100.00% |
14.11.2024 | 0.58% | 1.77 CHF | 1.78 CHF | 30'000 | 20'000 | 30'644 | 20'000 | 52'244 CHF | 34'317 CHF | 99.44% | 99.44% |
13.11.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 40'000 | 20'000 | 39'112 | 19'804 | 62'512 CHF | 31'890 CHF | 98.88% | 98.88% |
12.11.2024 | 0.59% | 1.63 CHF | 1.64 CHF | 40'000 | 20'000 | 32'346 | 20'000 | 54'378 CHF | 33'864 CHF | 100.00% | 100.00% |
11.11.2024 | 0.54% | 1.81 CHF | 1.82 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 54'904 CHF | 36'803 CHF | 100.00% | 100.00% |
08.11.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 53'785 CHF | 36'056 CHF | 100.00% | 100.00% |
07.11.2024 | 0.54% | 1.88 CHF | 1.89 CHF | 30'000 | 20'000 | 30'000 | 19'351 | 57'546 CHF | 37'336 CHF | 99.06% | 99.06% |