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 | 1.50% | 1.53 CHF | 1.56 CHF | 40'000 | 10'000 | 40'000 | 10'000 | 62'708 CHF | 15'914 CHF | 100.00% | 100.00% |
19.11.2024 | 1.60% | 1.53 CHF | 1.56 CHF | 40'000 | 10'000 | 40'000 | 10'000 | 59'697 CHF | 15'165 CHF | 99.99% | 99.99% |
18.11.2024 | 1.81% | 1.50 CHF | 1.53 CHF | 40'000 | 10'000 | 40'000 | 9'445 | 58'744 CHF | 14'119 CHF | 99.43% | 99.43% |
15.11.2024 | 1.67% | 1.43 CHF | 1.46 CHF | 40'000 | 10'000 | 40'000 | 10'000 | 56'676 CHF | 14'408 CHF | 94.50% | 94.50% |
14.11.2024 | 1.42% | 1.58 CHF | 1.61 CHF | 40'000 | 10'000 | 34'048 | 10'000 | 56'166 CHF | 16'780 CHF | 99.44% | 99.44% |
13.11.2024 | 1.45% | 1.67 CHF | 1.69 CHF | 30'000 | 10'000 | 39'343 | 9'982 | 64'096 CHF | 16'508 CHF | 97.60% | 97.60% |
12.11.2024 | 1.40% | 1.64 CHF | 1.67 CHF | 40'000 | 10'000 | 37'313 | 10'000 | 61'603 CHF | 16'759 CHF | 98.69% | 98.69% |
11.11.2024 | 1.42% | 1.66 CHF | 1.68 CHF | 40'000 | 10'000 | 40'000 | 10'000 | 64'702 CHF | 16'408 CHF | 66.13% | 66.13% |
08.11.2024 | 1.54% | 1.48 CHF | 1.51 CHF | 40'000 | 10'000 | 40'000 | 10'000 | 58'887 CHF | 14'950 CHF | 90.93% | 90.93% |
07.11.2024 | 1.55% | 1.43 CHF | 1.46 CHF | 40'000 | 10'000 | 40'000 | 9'975 | 57'807 CHF | 14'644 CHF | 32.18% | 32.18% |