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 | 2.64% | 1.22 CHF | 1.25 CHF | 50'000 | 20'000 | 43'485 | 20'000 | 55'178 CHF | 26'142 CHF | 100.00% | 100.00% |
19.11.2024 | 2.69% | 1.23 CHF | 1.26 CHF | 50'000 | 20'000 | 48'675 | 20'000 | 59'199 CHF | 25'018 CHF | 100.00% | 100.00% |
18.11.2024 | 3.12% | 1.23 CHF | 1.27 CHF | 50'000 | 20'000 | 50'000 | 17'243 | 60'690 CHF | 21'588 CHF | 100.00% | 100.00% |
15.11.2024 | 2.57% | 1.26 CHF | 1.30 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 51'144 CHF | 26'237 CHF | 100.00% | 100.00% |
14.11.2024 | 2.43% | 1.33 CHF | 1.37 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 52'567 CHF | 26'930 CHF | 99.22% | 99.22% |
13.11.2024 | 2.66% | 1.26 CHF | 1.29 CHF | 40'000 | 20'000 | 47'821 | 19'750 | 58'615 CHF | 24'891 CHF | 99.36% | 99.36% |
12.11.2024 | 2.58% | 1.25 CHF | 1.29 CHF | 40'000 | 20'000 | 40'006 | 20'000 | 51'705 CHF | 26'523 CHF | 100.00% | 100.00% |
11.11.2024 | 2.28% | 1.34 CHF | 1.37 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 56'079 CHF | 28'687 CHF | 100.00% | 100.00% |
08.11.2024 | 2.38% | 1.34 CHF | 1.37 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 53'307 CHF | 27'297 CHF | 100.00% | 100.00% |
07.11.2024 | 2.57% | 1.30 CHF | 1.34 CHF | 40'000 | 20'000 | 40'000 | 19'349 | 52'414 CHF | 26'039 CHF | 98.73% | 98.73% |