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 | 0.83% | 1.19 CHF | 1.20 CHF | 50'000 | 25'000 | 49'933 | 25'000 | 60'062 CHF | 30'323 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 1.19 CHF | 1.20 CHF | 50'000 | 25'000 | 42'395 | 25'000 | 53'041 CHF | 31'627 CHF | 100.00% | 100.00% |
18.11.2024 | 0.83% | 1.31 CHF | 1.32 CHF | 40'000 | 25'000 | 48'187 | 25'000 | 57'663 CHF | 30'269 CHF | 100.00% | 100.00% |
15.11.2024 | 1.10% | 1.14 CHF | 1.15 CHF | 50'000 | 25'000 | 36'333 | 20'444 | 43'004 CHF | 24'533 CHF | 100.00% | 100.00% |
14.11.2024 | 0.80% | 1.31 CHF | 1.32 CHF | 40'000 | 25'000 | 43'817 | 25'000 | 54'766 CHF | 31'565 CHF | 99.44% | 99.44% |
13.11.2024 | 0.91% | 1.40 CHF | 1.41 CHF | 40'000 | 25'000 | 45'988 | 24'280 | 52'502 CHF | 28'191 CHF | 98.42% | 98.42% |
12.11.2024 | 0.62% | 1.38 CHF | 1.40 CHF | 12'500 | 12'500 | 29'830 | 24'525 | 50'580 CHF | 41'832 CHF | 99.23% | 99.23% |
11.11.2024 | 0.54% | 1.83 CHF | 1.84 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 55'168 CHF | 46'223 CHF | 100.00% | 100.00% |
08.11.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 30'000 | 25'000 | 30'014 | 25'000 | 51'707 CHF | 43'319 CHF | 100.00% | 100.00% |
07.11.2024 | 0.59% | 1.73 CHF | 1.74 CHF | 30'000 | 25'000 | 30'000 | 24'221 | 52'728 CHF | 42'841 CHF | 99.06% | 99.06% |