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 | 0.64% | 1.51 CHF | 1.52 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 62'577 CHF | 31'489 CHF | 100.00% | 100.00% |
19.11.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 60'479 CHF | 30'440 CHF | 100.00% | 100.00% |
18.11.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 60'660 CHF | 30'530 CHF | 100.00% | 100.00% |
15.11.2024 | 0.63% | 1.54 CHF | 1.55 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 62'968 CHF | 31'684 CHF | 100.00% | 100.00% |
14.11.2024 | 0.62% | 1.66 CHF | 1.67 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 63'989 CHF | 32'195 CHF | 99.44% | 99.44% |
13.11.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 40'000 | 20'000 | 40'000 | 19'804 | 59'737 CHF | 29'779 CHF | 98.88% | 98.88% |
12.11.2024 | 0.63% | 1.53 CHF | 1.54 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 63'105 CHF | 31'753 CHF | 100.00% | 100.00% |
11.11.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 51'711 CHF | 34'674 CHF | 100.00% | 100.00% |
08.11.2024 | 0.59% | 1.66 CHF | 1.67 CHF | 40'000 | 20'000 | 33'530 | 20'000 | 56'470 CHF | 33'955 CHF | 100.00% | 100.00% |
07.11.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 30'000 | 20'000 | 30'000 | 19'351 | 54'377 CHF | 35'290 CHF | 99.06% | 99.06% |