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 | 2.50% | 1.25 CHF | 1.28 CHF | 40'000 | 20'000 | 40'410 | 20'000 | 52'740 CHF | 26'777 CHF | 100.00% | 100.00% |
19.11.2024 | 2.53% | 1.26 CHF | 1.29 CHF | 40'000 | 20'000 | 44'745 | 20'000 | 55'920 CHF | 25'672 CHF | 100.00% | 100.00% |
18.11.2024 | 2.95% | 1.27 CHF | 1.30 CHF | 40'000 | 20'000 | 43'353 | 17'243 | 54'043 CHF | 22'157 CHF | 100.00% | 100.00% |
15.11.2024 | 2.45% | 1.30 CHF | 1.33 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 52'425 CHF | 26'862 CHF | 100.00% | 100.00% |
14.11.2024 | 2.37% | 1.36 CHF | 1.40 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 53'804 CHF | 27'546 CHF | 99.22% | 99.22% |
13.11.2024 | 2.36% | 1.29 CHF | 1.33 CHF | 40'000 | 20'000 | 42'470 | 19'750 | 53'479 CHF | 25'503 CHF | 99.36% | 99.36% |
12.11.2024 | 2.47% | 1.29 CHF | 1.32 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 52'981 CHF | 27'153 CHF | 100.00% | 100.00% |
11.11.2024 | 2.24% | 1.37 CHF | 1.40 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 57'250 CHF | 29'273 CHF | 100.00% | 100.00% |
08.11.2024 | 2.40% | 1.37 CHF | 1.40 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 54'516 CHF | 27'920 CHF | 100.00% | 100.00% |
07.11.2024 | 2.55% | 1.33 CHF | 1.37 CHF | 40'000 | 20'000 | 40'000 | 19'349 | 53'659 CHF | 26'648 CHF | 98.73% | 98.73% |