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 | 1.00% | 37.17 CHF | 37.54 CHF | 10'000 | 5'098 | 10'000 | 6'954 | 374'360 CHF | 263'225 CHF | 100.00% | 100.00% |
19.11.2024 | 1.00% | 37.07 CHF | 37.44 CHF | 9'900 | 4'060 | 9'996 | 5'963 | 371'146 CHF | 223'707 CHF | 100.00% | 100.00% |
18.11.2024 | 1.00% | 37.42 CHF | 37.80 CHF | 10'000 | 2'503 | 10'000 | 8'512 | 375'545 CHF | 322'919 CHF | 100.00% | 100.00% |
15.11.2024 | 1.00% | 37.70 CHF | 38.08 CHF | 9'936 | 7'520 | 9'957 | 8'304 | 374'853 CHF | 315'786 CHF | 100.00% | 100.00% |
14.11.2024 | 1.00% | 38.11 CHF | 38.49 CHF | 10'000 | 4'857 | 10'000 | 9'080 | 382'452 CHF | 350'744 CHF | 100.00% | 100.00% |
13.11.2024 | 1.01% | 38.05 CHF | 38.43 CHF | 9'900 | 7'274 | 9'900 | 9'252 | 372'231 CHF | 351'299 CHF | 100.00% | 100.00% |
12.11.2024 | 1.00% | 37.61 CHF | 37.99 CHF | 10'000 | 8'402 | 10'000 | 7'968 | 379'477 CHF | 305'663 CHF | 100.00% | 100.00% |
11.11.2024 | 1.00% | 38.00 CHF | 38.38 CHF | 10'000 | 5'531 | 9'473 | 7'076 | 358'328 CHF | 270'332 CHF | 92.98% | 100.00% |
08.11.2024 | 1.00% | 37.36 CHF | 37.74 CHF | 9'800 | 7'222 | 9'878 | 7'840 | 364'812 CHF | 292'434 CHF | 100.00% | 100.00% |
07.11.2024 | 0.99% | 36.91 CHF | 37.28 CHF | 10'000 | 6'657 | 10'000 | 7'998 | 370'333 CHF | 299'175 CHF | 100.00% | 100.00% |