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 | 1.39% | 1.59 CHF | 1.62 CHF | 40'000 | 10'000 | 40'000 | 10'000 | 64'848 CHF | 16'439 CHF | 100.00% | 100.00% |
19.11.2024 | 1.48% | 1.58 CHF | 1.60 CHF | 40'000 | 10'000 | 40'000 | 10'000 | 61'553 CHF | 15'618 CHF | 99.99% | 99.99% |
18.11.2024 | 1.74% | 1.54 CHF | 1.57 CHF | 40'000 | 10'000 | 40'000 | 9'445 | 60'746 CHF | 14'586 CHF | 99.43% | 99.43% |
15.11.2024 | 1.52% | 1.49 CHF | 1.52 CHF | 40'000 | 10'000 | 40'000 | 10'000 | 58'976 CHF | 14'971 CHF | 94.50% | 94.50% |
14.11.2024 | 1.38% | 1.64 CHF | 1.66 CHF | 40'000 | 10'000 | 32'441 | 10'000 | 55'108 CHF | 17'264 CHF | 99.44% | 99.44% |
13.11.2024 | 1.41% | 1.72 CHF | 1.74 CHF | 30'000 | 10'000 | 32'939 | 9'982 | 55'305 CHF | 17'018 CHF | 97.60% | 97.60% |
12.11.2024 | 1.39% | 1.68 CHF | 1.71 CHF | 30'000 | 10'000 | 30'649 | 10'000 | 51'747 CHF | 17'126 CHF | 98.69% | 98.69% |
11.11.2024 | 1.35% | 1.69 CHF | 1.72 CHF | 30'000 | 10'000 | 34'719 | 10'000 | 57'732 CHF | 16'874 CHF | 66.13% | 66.13% |
08.11.2024 | 1.47% | 1.53 CHF | 1.56 CHF | 40'000 | 10'000 | 40'000 | 10'000 | 60'794 CHF | 15'424 CHF | 90.93% | 90.93% |
07.11.2024 | 1.52% | 1.47 CHF | 1.49 CHF | 40'000 | 10'000 | 40'000 | 9'975 | 59'360 CHF | 15'032 CHF | 32.18% | 32.18% |