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 | 1.10% | 1.36 CHF | 1.37 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 53'601 CHF | 33'871 CHF | 100.00% | 100.00% |
19.11.2024 | 1.23% | 1.30 CHF | 1.31 CHF | 40'000 | 25'000 | 37'760 | 23'353 | 52'550 CHF | 33'122 CHF | 94.92% | 94.92% |
18.11.2024 | 1.00% | 1.59 CHF | 1.60 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 62'625 CHF | 39'535 CHF | 100.00% | 100.00% |
15.11.2024 | 0.98% | 1.58 CHF | 1.59 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 63'541 CHF | 40'105 CHF | 100.00% | 100.00% |
14.11.2024 | 0.95% | 1.66 CHF | 1.68 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 65'590 CHF | 41'383 CHF | 99.44% | 99.44% |
13.11.2024 | 1.00% | 1.62 CHF | 1.64 CHF | 40'000 | 25'000 | 39'834 | 24'964 | 63'011 CHF | 39'896 CHF | 98.88% | 98.88% |
12.11.2024 | 0.96% | 1.71 CHF | 1.72 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 52'500 CHF | 44'172 CHF | 100.00% | 100.00% |
11.11.2024 | 0.83% | 1.80 CHF | 1.82 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 55'454 CHF | 46'594 CHF | 100.00% | 100.00% |
08.11.2024 | 0.90% | 1.77 CHF | 1.79 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 52'529 CHF | 44'172 CHF | 100.00% | 100.00% |
07.11.2024 | 0.92% | 1.73 CHF | 1.75 CHF | 30'000 | 25'000 | 30'000 | 24'741 | 53'512 CHF | 44'542 CHF | 99.06% | 99.06% |