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% | 1.25 CHF | 1.26 CHF | 40'000 | 20'000 | 40'117 | 20'000 | 52'217 CHF | 26'236 CHF | 100.00% | 100.00% |
19.11.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 40'000 | 20'000 | 44'513 | 20'000 | 55'556 CHF | 25'198 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 1.27 CHF | 1.28 CHF | 40'000 | 20'000 | 44'135 | 20'000 | 55'267 CHF | 25'279 CHF | 100.00% | 100.00% |
15.11.2024 | 0.76% | 1.27 CHF | 1.28 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 52'481 CHF | 26'440 CHF | 100.00% | 100.00% |
14.11.2024 | 0.75% | 1.40 CHF | 1.41 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 53'499 CHF | 26'950 CHF | 99.44% | 99.44% |
13.11.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 50'000 | 20'000 | 47'458 | 19'804 | 58'279 CHF | 24'581 CHF | 98.88% | 98.88% |
12.11.2024 | 0.76% | 1.26 CHF | 1.27 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 52'642 CHF | 26'521 CHF | 100.00% | 100.00% |
11.11.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 58'506 CHF | 29'453 CHF | 100.00% | 100.00% |
08.11.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 57'039 CHF | 28'719 CHF | 100.00% | 100.00% |
07.11.2024 | 0.67% | 1.51 CHF | 1.52 CHF | 40'000 | 20'000 | 40'000 | 19'351 | 62'035 CHF | 30'228 CHF | 99.06% | 99.06% |