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 | 1.20% | 1.26 CHF | 1.27 CHF | 40'000 | 25'000 | 45'999 | 25'000 | 56'776 CHF | 31'301 CHF | 100.00% | 100.00% |
19.11.2024 | 1.34% | 1.20 CHF | 1.21 CHF | 50'000 | 25'000 | 39'468 | 23'353 | 50'767 CHF | 30'748 CHF | 94.92% | 94.92% |
18.11.2024 | 1.09% | 1.49 CHF | 1.50 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 58'540 CHF | 36'990 CHF | 100.00% | 100.00% |
15.11.2024 | 1.06% | 1.47 CHF | 1.49 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 59'409 CHF | 37'526 CHF | 100.00% | 100.00% |
14.11.2024 | 1.02% | 1.56 CHF | 1.58 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 61'506 CHF | 38'834 CHF | 99.44% | 99.44% |
13.11.2024 | 1.10% | 1.52 CHF | 1.54 CHF | 40'000 | 25'000 | 40'000 | 24'964 | 59'198 CHF | 37'357 CHF | 98.88% | 98.88% |
12.11.2024 | 0.96% | 1.60 CHF | 1.62 CHF | 40'000 | 25'000 | 38'978 | 25'000 | 64'207 CHF | 41'598 CHF | 100.00% | 100.00% |
11.11.2024 | 0.93% | 1.70 CHF | 1.71 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 52'362 CHF | 44'041 CHF | 100.00% | 100.00% |
08.11.2024 | 0.95% | 1.67 CHF | 1.69 CHF | 30'000 | 25'000 | 38'048 | 25'000 | 62'703 CHF | 41'621 CHF | 100.00% | 100.00% |
07.11.2024 | 1.00% | 1.63 CHF | 1.64 CHF | 40'000 | 25'000 | 32'520 | 24'741 | 54'583 CHF | 42'026 CHF | 99.06% | 99.06% |