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 | 0.98% | 1.52 CHF | 1.54 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 60'127 CHF | 37'948 CHF | 100.00% | 100.00% |
19.11.2024 | 1.01% | 1.46 CHF | 1.48 CHF | 40'000 | 25'000 | 34'853 | 23'353 | 54'303 CHF | 36'927 CHF | 94.92% | 94.92% |
18.11.2024 | 0.92% | 1.75 CHF | 1.77 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 51'888 CHF | 43'641 CHF | 100.00% | 100.00% |
15.11.2024 | 0.92% | 1.74 CHF | 1.75 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 52'531 CHF | 44'182 CHF | 100.00% | 100.00% |
14.11.2024 | 0.83% | 1.83 CHF | 1.84 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 54'101 CHF | 45'460 CHF | 99.44% | 99.44% |
13.11.2024 | 0.90% | 1.79 CHF | 1.80 CHF | 30'000 | 25'000 | 30'000 | 24'964 | 52'365 CHF | 43'968 CHF | 98.88% | 98.88% |
12.11.2024 | 0.84% | 1.87 CHF | 1.89 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 57'418 CHF | 48'250 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 1.96 CHF | 1.98 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 60'327 CHF | 50'692 CHF | 100.00% | 100.00% |
08.11.2024 | 0.84% | 1.94 CHF | 1.95 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 57'414 CHF | 48'249 CHF | 100.00% | 100.00% |
07.11.2024 | 0.87% | 1.89 CHF | 1.91 CHF | 30'000 | 25'000 | 30'000 | 24'741 | 58'403 CHF | 48'589 CHF | 99.06% | 99.06% |