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 | 1.45% | 1.64 CHF | 1.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 41'122 CHF | 41'723 CHF | 100.00% | 100.00% |
19.11.2024 | 1.44% | 1.58 CHF | 1.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'158 CHF | 38'712 CHF | 84.94% | 84.94% |
18.11.2024 | 1.51% | 1.53 CHF | 1.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 38'319 CHF | 38'901 CHF | 99.54% | 99.54% |
15.11.2024 | 2.01% | 1.55 CHF | 1.59 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 40'212 CHF | 41'018 CHF | 77.20% | 77.20% |
14.11.2024 | 1.52% | 2.64 CHF | 2.68 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 52'265 CHF | 53'065 CHF | 99.44% | 99.44% |
13.11.2024 | 1.61% | 2.62 CHF | 2.66 CHF | 20'000 | 20'000 | 19'822 | 19'822 | 49'944 CHF | 50'748 CHF | 98.88% | 98.88% |
12.11.2024 | 1.42% | 2.70 CHF | 2.74 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 52'962 CHF | 53'721 CHF | 88.40% | 88.40% |
11.11.2024 | 1.42% | 2.56 CHF | 2.59 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 51'828 CHF | 52'570 CHF | 98.45% | 98.45% |
08.11.2024 | 1.52% | 2.46 CHF | 2.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 60'118 CHF | 61'036 CHF | 100.00% | 100.00% |
07.11.2024 | 1.34% | 2.43 CHF | 2.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 60'844 CHF | 61'667 CHF | 39.69% | 39.69% |