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 | 0.76% | 1.29 CHF | 1.30 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 52'394 CHF | 32'996 CHF | 100.00% | 100.00% |
19.11.2024 | 0.73% | 1.30 CHF | 1.31 CHF | 40'000 | 25'000 | 40'001 | 25'000 | 54'433 CHF | 34'270 CHF | 100.00% | 100.00% |
18.11.2024 | 0.76% | 1.42 CHF | 1.43 CHF | 40'000 | 25'000 | 40'953 | 25'000 | 53'443 CHF | 32'914 CHF | 100.00% | 100.00% |
15.11.2024 | 1.04% | 1.25 CHF | 1.26 CHF | 40'000 | 25'000 | 31'030 | 20'444 | 40'003 CHF | 26'712 CHF | 100.00% | 100.00% |
14.11.2024 | 0.73% | 1.42 CHF | 1.43 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 54'382 CHF | 34'239 CHF | 99.44% | 99.44% |
13.11.2024 | 0.84% | 1.51 CHF | 1.52 CHF | 40'000 | 25'000 | 43'662 | 24'280 | 54'423 CHF | 30'788 CHF | 98.42% | 98.42% |
12.11.2024 | 0.58% | 1.49 CHF | 1.51 CHF | 12'500 | 12'500 | 29'356 | 24'525 | 52'923 CHF | 44'444 CHF | 99.23% | 99.23% |
11.11.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 58'357 CHF | 48'881 CHF | 100.00% | 100.00% |
08.11.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 54'869 CHF | 45'974 CHF | 100.00% | 100.00% |
07.11.2024 | 0.56% | 1.84 CHF | 1.85 CHF | 30'000 | 25'000 | 30'000 | 24'221 | 55'902 CHF | 45'405 CHF | 99.06% | 99.06% |