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 | 1.02% | 1.46 CHF | 1.48 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 57'727 CHF | 36'448 CHF | 100.00% | 100.00% |
19.11.2024 | 1.13% | 1.40 CHF | 1.42 CHF | 40'000 | 25'000 | 36'376 | 23'353 | 54'633 CHF | 35'526 CHF | 94.92% | 94.92% |
18.11.2024 | 0.90% | 1.69 CHF | 1.71 CHF | 30'000 | 25'000 | 34'623 | 25'000 | 57'750 CHF | 42'119 CHF | 100.00% | 100.00% |
15.11.2024 | 0.96% | 1.68 CHF | 1.69 CHF | 30'000 | 25'000 | 30'475 | 25'000 | 51'519 CHF | 42'682 CHF | 100.00% | 100.00% |
14.11.2024 | 0.92% | 1.76 CHF | 1.78 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 52'269 CHF | 43'960 CHF | 99.44% | 99.44% |
13.11.2024 | 0.93% | 1.73 CHF | 1.74 CHF | 30'000 | 25'000 | 33'306 | 24'964 | 55'997 CHF | 42'470 CHF | 98.88% | 98.88% |
12.11.2024 | 0.91% | 1.81 CHF | 1.83 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 55'591 CHF | 46'750 CHF | 100.00% | 100.00% |
11.11.2024 | 0.86% | 1.90 CHF | 1.92 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 58'527 CHF | 49'192 CHF | 100.00% | 100.00% |
08.11.2024 | 0.87% | 1.88 CHF | 1.89 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 55'614 CHF | 46'749 CHF | 100.00% | 100.00% |
07.11.2024 | 0.89% | 1.83 CHF | 1.85 CHF | 30'000 | 25'000 | 30'000 | 24'741 | 56'603 CHF | 47'105 CHF | 99.06% | 99.06% |