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 | 0.72% | 1.36 CHF | 1.37 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 55'040 CHF | 34'650 CHF | 100.00% | 100.00% |
19.11.2024 | 0.70% | 1.37 CHF | 1.38 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 57'127 CHF | 35'954 CHF | 100.00% | 100.00% |
18.11.2024 | 0.73% | 1.49 CHF | 1.50 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 54'939 CHF | 34'587 CHF | 100.00% | 100.00% |
15.11.2024 | 0.97% | 1.31 CHF | 1.32 CHF | 40'000 | 25'000 | 29'977 | 20'444 | 40'696 CHF | 28'064 CHF | 100.00% | 100.00% |
14.11.2024 | 0.70% | 1.48 CHF | 1.49 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 57'039 CHF | 35'899 CHF | 99.44% | 99.44% |
13.11.2024 | 0.79% | 1.57 CHF | 1.58 CHF | 40'000 | 25'000 | 42'067 | 24'280 | 55'267 CHF | 32'384 CHF | 98.42% | 98.42% |
12.11.2024 | 0.56% | 1.55 CHF | 1.57 CHF | 12'500 | 12'500 | 29'340 | 24'525 | 54'832 CHF | 46'062 CHF | 99.23% | 99.23% |
11.11.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 60'327 CHF | 50'523 CHF | 100.00% | 100.00% |
08.11.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 56'857 CHF | 47'631 CHF | 100.00% | 100.00% |
07.11.2024 | 0.54% | 1.91 CHF | 1.92 CHF | 30'000 | 25'000 | 30'000 | 24'221 | 57'920 CHF | 47'034 CHF | 99.06% | 99.06% |